You are a Chief Financial Officer for a company which is long several one year crude oil options to hedge some of the firm's operational risk. You decided that you want to re$-$hedge the delta of the position once a quarter $($i$.$e$.$ every $90$ days$)$ if it reaches the expected $90$ day move. Using the expected move formula, what is the expected $90$ day move in crude oil if the price is $$55$ and the volatility is $25\%($choose the best answer below$)?$

a$.+/-$ $$9\mathrm{.}68$

b$.+/-$ $$8\mathrm{.}22$

c$.+/-$ $$4\mathrm{.}91$

d$.+/-$ $$5\mathrm{.}21$

e$.$ none of the above