Black-Scholes Call Option Valuation

An investor is considering purchasing a European call option on a stock, which currently has a price of $50. The option expires in six months and has a strike price of $55. The risk-free rate is 4% per annum, and the stock is expected to have a volatility of 20% over the life of the option. Using the Black-Scholes model, what is the value of this call option?