Black-Scholes Model Call Option Valuation

John is evaluating a European call option on a stock that is currently priced at $100. He knows that the annualized risk-free rate is 5%, the volatility of the stock is 20%, and the option has a maturity of 6 months. John wants to apply the Black-Scholes Model to compute the fair value of the call option.

According to the Black-Scholes formula, the value of a European call option is given by:

Call Option Price = S * N(d1) - X * e^(-rt) * N(d2)

Where:

S = current stock price
X = strike price
r = risk-free rate
t = time to maturity (in years)
N(d1) and N(d2) are the cumulative distribution functions of the standard normal distribution, calculated as:

d1 = (ln(S/X) + (r + (σ²/2))t) / (σ√t)
d2 = d1 - σ√t

Assuming John selects a strike price of $95, what is the fair value of the European call option?