European Call Option Pricing with Black-Scholes

A prominent financial institution is in the process of evaluating its trading strategies involving European call options on a particular stock. The stock is currently priced at $100, with an annual risk-free rate of 5%, and a continuously compounded volatility of 30%. The option has a strike price of $95 and expires in 6 months.

The institution's quantitative analyst is utilizing the Black-Scholes model to compute the option's theoretical price. In their calculations, they have modeled the time to expiration in years as 0.5 and collected the necessary parameters to apply the Black-Scholes formula.

What is the correct theoretical price of the European call option (rounded to two decimal places) under these conditions?