Use the Black$-$Scholes OPM for this problem: A stock currently sells for $$43\mathrm{.}50$ and pays no dividends. A call option $($striking price $$45)$ on this security expires in sixty$-$seven days. At present, U$.$S$.$ Treasury bills are yielding $5\mathrm{.}3$ percent per year. You estimate the past volatility of the stock returns to be $44$ percent. According to the Black$-$Scholes OPM, what is the value of this call?