Lissa Co'S Stock Price Is Currently $30

Lissa Co.'s stock price is currently $30.00.A 6-month call option on Lissa's stock has a strike price of $25.75 and has an expected volatility of 40% (i.e. ,expected standard deviation = 40%) .The risk-free rate is 6%.According to the Black-Scholes option pricing model,what is the value of the option? Do not round your intermediate calculations.

A) $5.16
B) $6.46
C) $7.21
D) $6.22
E) $5.66