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The Whistle Stop has a stock price of $17 a share. One-year options have a strike price of $20. The risk-free rate is 2.8 percent,

The Whistle Stop has a stock price of $17 a share. One-year options have a strike price of $20. The risk-free rate is 2.8 percent, the standard deviation is 29 percent, N(d₁) is 0.37492 and N(d₂) is 0.27131. What is the call price?

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$1.10
$1.18
$.77
$1.37
$1.26

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