Black-Scholes European Call Option Valuation

A European call option on a stock has the following parameters: the stock's current price (S) is $50, the strike price (K) is $55, the time to expiration (T) is 6 months (0.5 years), the risk-free interest rate (r) is 4% per annum, and the volatility (σ) of the stock is 30% per annum. Based on the Black-Scholes model, which of the following values is closest to the theoretical price of the European call option?