Black-Scholes Call Option Price Calculation

A financial analyst is examining a European call option on a stock that has a current price of $50. The strike price of the option is $55, and it has 6 months until expiration. The risk-free interest rate is 3% per annum, and the stock's volatility is 20%. Using the Black-Scholes Model, the analyst is tasked with calculating the theoretical price of the call option.

What is the theoretical price of the call option based on the Black-Scholes Model?