European Call Option Valuation using Black-Scholes

Consider an at-the-money European call option with a strike price of $50 and a time to expiration of 6 months. The stock underlying the option currently trades at $50. Assume the annualized risk-free rate is 4%, and the stock's annual volatility is 20%. Using the Black-Scholes Model, calculate the value of the call option. Which of the following statements correctly identifies the value of the call option based on these inputs?