A stock currently trades for $120 per share. Call options on the stock are available with a strike price of $125. The options expire in one month. The annualized risk free rate is 3%, and the expected...

A stock currently trades for $120 per share.  Call options on the stock are available with a strike price of $125.  The options expire in one month.  The annualized risk free rate is 3%, and the expected volatility (annual) for the stock is 35%.  Use the Black-Scholes option pricing model to calculate the price of the call option.