Valley Foods Has a Stock Price of $34

Valley Foods has a stock price of $34.92 a share.The 3-month options have a strike price of $35.The risk-free rate is 4.2 percent,the standard deviation is 38 percent,N(d₁) is 0.55497 and N(d₂) is 0.47935.What is the call price?

A) $2.03
B) $2.78
C) $2.69
D) $2.11
E) $2.47