Valley Foods Has a Stock Price of $37 a Share

Valley Foods has a stock price of $37 a share.The 9-month options have a strike price of $35.The risk-free rate is 3.5 percent,the standard deviation is 24 percent,N(d₁) is .69061 and N(d₂) is .61399.
What is the call price?

A) $2.03
B) $4.62
C) $3.69
D) $4.08
E) $3.47