A call option on a non$-$dividend$-$paying stock has a strike price of $$48$ and a time to maturity of six months. The risk$-$free rate is $6\%$ and the volatility is $22\%.$ The stock price is $$44.$ What is the delta of the option?

N$(0\mathrm{.}1642)$

N$(0\mathrm{.}1888)$

N$(0\mathrm{.}2468)$

N$(0\mathrm{.}2887)$