You are given information about a European call option on stock XYZ. Use the Black-Scholes model to determine the option

[answerhappygod]

You are given information about a European call option on stock
XYZ. Use the Black-Scholes model to determine the option price:
Shares of Stock XYZ currently trade for 90.00. The stock pays
dividends continuously at a rate of 3% per year. The call option
has a strike price of 95.00 and one years to expiration. The annual
continuously compounded risk-free rate is 6%. It is known that d1 –
d2 = .3000, where d1 and d2 are defined in the usual manner in the
Black-Scholes Model. Compute the price of the call option.