Calculating Delta of a European Call Option

Consider a European call option on a non-dividend-paying stock with the following characteristics:

• Current stock price (S): $50
• Strike price (K): $55
• Time to expiration (T): 6 months
• Risk-free interest rate (r): 2% per annum
• Volatility (σ): 30% per annum

Using the Black-Scholes model, calculate the Delta (Δ) of the option. Delta is defined as the rate of change of the option's price with respect to a change in the underlying asset's price. Given these parameters and the standard normal distribution model, which of the following options represents the correct Delta of the call option?