When the non$-$dividend paying stock price is $$20,$ the strike price is $$20,$ the risk$-$free rate is $2\%,$ the volatility is $40\%$ and the time to maturity is $1$ year which of the following is the price of a European call option on the stock?

A$.$

$19\mathrm{.}6$N$(0\mathrm{.}25)20$N$(0.-15)$

B$.$

$20$N$(0.-15)19\mathrm{.}6$N$(0\mathrm{.}25)$

C$.$

$20$N$(0\mathrm{.}25)19\mathrm{.}6$N$(0.-15)$

D$.$

$19\mathrm{.}6$N$(0.-15)20$N$(0\mathrm{.}25)$