Using the Black$-$Scholes formula find the price of a

$$50$ strike price European call option expiring in $6$

months. The current price of the underlying stock

is $$45$ and its return volatility is $20\%.$ The

continuously compounding risk$-$free rate is $3\%.$

Select one:

A$.$ $$0\mathrm{.}91$

B$.$ $$2\mathrm{.}01$

C$.$ $$1\mathrm{.}25$

D$.$ None of the options are correct

E$.$ $$1\mathrm{.}05$