Consider a non-dividend paying stock currently priced at $37. Assuming that the price of the stock will rise or fall by 5% every three months. The continuously compounded risk free rate is 7%. Calculate the value of a 6-month European call option with a strike price at $38.
　　A. $1.065
　　B. $1.234
　　C. $1.856
　　D. $2.710
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