If the Stock Pays a Dividend at the Continuously Compounded $\delta$

If the stock pays a dividend at the continuously compounded rate of $\delta$ = 0.01 per year,then the Black-Scholes-Merton model gives the price of a European call as:

A) $5.75
B) $5.99
C) $9.46
D) $9.88
E) None of these answers are correct.