Finance, Please Show all work

1. Show your work with the data below. (50 points) Calculate the call option value (Vc) of a call option with Black-Scholes Option Pricing Model Data Ve=Current value of the call option, P=current price of the underlying stock, $27 X=Exercise, or strike, price of the option, $25 KrF-risk free interest rate, 6% T=Time until the option expires (the option period) 5year, 6 Months 62-variance of the rate of return on the stock, 0.11 o=standard deviation of the rate of the return on the stock, 0.3317 Ln(P/X)=national logarithm of P/X le=exponential function, 2.7183