What is the value of a 9-month call with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information? Please show your work..

Stock price: $48

Exercise price: $45

Time to expiration: .75

Risk-free rate: .05

N(d1): 0.718891

N(d2): 0.641713

a. $2.03

b. $4.86

c. $6.69

d. $8.81

e. $9.27