You Own a Call Option on NICo Stock That Expires

You own a call option on NICo stock that expires in one year.The exercise price is $35.The current price of the stock is $37.40 and the risk-free rate of return is 4.25 percent.Assume the option will finish in the money.What is the current value of the call option?

A) $2.40
B) $3.83
C) $3.50
D) $2.31
E) $2.50