Black-Scholes European Call Option Pricing

Consider a European call option on a non-dividend-paying stock. The stock is currently trading at $50. The strike price of the option is $55. The risk-free interest rate is 5% per annum, and the time to expiration is 1 year. The stock's volatility is estimated to be 20%.

Using the Black-Scholes model, which of the following represents the correct calculation of the option price for this European call option?