You are given information about a European call option on stock XYZ. Use the Black-Scholes model to determine the option price: Shares of Stock XYZ currently trade for 90.00. The stock pays dividends continuously at a rate of 3% per year. The call option has a strike price of 95.00 and one years to expiration. The annual continuously compounded risk-free rate is 6%. It is known that d1 d2 = .3000, where d1 and d2 are defined in the usual manner in the Black-Scholes Model. Compute the price of the call option.