You are given the following data for a European Call Option on a non$-$dividend paying stock:

Time to expiration or maturity $=6$ months $(0\mathrm{.}5$ year$)$

Exercise or Strike Price $=$$$95$

Stock Price $=$$$92$

Annual risk free rate $=5\%$

Standard deviation of the stock's returns $=35\%$ annually.

Calculate the price of the Call Option, C$,$ using the Black$-$Scholes Option Pricing Model.

$$9$

$$12$

$$6$

$$15$

$$18$