Using the Black$-$Scholes Model$($OPM$)$: What is the value of the following call option according to the OPM? Stock Price: $28$ Exercise Price: $25$ Time to Expiration: $3$ months Risk$-$free rate: $5\%$ Stock return variance: $0\mathrm{.}38$ I know the answer is supposed to be $5\mathrm{.}16$ but I need the work shown of how you got it$.$