Binomial Model Call Option Pricing

In the context of binomial option pricing models, consider a stock currently trading at $50, with a risk-free rate of 5% per annum and a volatility of 30%. The stock can either move up by 20% or down by 15% in a single time period (T). If a European call option with a strike price of $52 is to be evaluated, which of the following statements regarding the call option's price using the binomial tree model is true?