You are interested in purchasing a call option on a nondividend paying common stock that is currently trading at a price of $100$ per share. You are given the following information:

$($i$)$ Thestandard deviation of the continuously compounded annual rate of return on the stock is $0\mathrm{.}4.$

$($ii$)$ The time to maturity of the call is $3$ months $(0\mathrm{.}25$ years$).$

$($iii$)$

$ln(\frac{\text{C}\text{u}\text{r}\text{r}\text{e}\text{n}\text{t}\text{S}\text{h}\text{a}\text{r}\text{e}\text{P}\text{r}\text{i}\text{c}\text{e}}{Present\text{V}\text{a}\text{l}\text{u}\text{e}of\text{t}\text{h}\text{e}\text{E}\text{x}\text{e}\text{r}\text{c}\text{i}\text{s}\text{e}\text{P}\text{r}\text{i}\text{c}\text{e}})=-0\mathrm{.}08$

at the risk$-$free rate.

Calculate the price of a call option using Black$-$Scholes.