Wilt's Has a Stock Price of $38 a Share

Wilt's has a stock price of $38 a share.The 9-month options have a strike price of $45.The risk-free rate is 3.2 percent,the standard deviation is 21 percent,N(d₁) is 0.23985 and N(d₂) is 0.18710.What is the call price?

A) $.68
B) $.89
C) $1.03
D) $1.21
E) $1.17