You work on the option desk for a trading company analyzing a stock with current price $38 and a call option with strike $42. You've already calculated that the current risk adjusted probabilities of the option expiring in the money are N(d1) =0.92 and N(d2)=0.75. Find the option price today if

interest rates are 1%
the option expires in 4 months
underlying annual volatility is 25%