What is the price of a European call option on a non$-$dividend$-$paying

stock when the stock price is $$52,$ the strike price is $$50,$ the risk$-$free

interest rate is $12\%$ per annum, the volatility is $30\%$ per annum, and the

time to maturity is $3$ months? $($Use$-$Black Scholes Geometric Brownian

motion model$)$