please show work

1. Show your work with the data below. (50 points) Calculate the call option value(Ve) of a call option with Black-Schokes Option Pricing Model Data: Vc 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) year, 6Months a-variance of the rate of return on the stock, 0.11 a standard deviation of the rate of the return on the stock, 0.3317 Ln(P/X)=national logarithm of P/X exponential function, 2.7183