a european call option has 6 months left till expiration. current price of the underlying stock and the exercise price of the call are both 50, risk free interest rate is 3%: expected annual stock price volatility is 20%. based on the black-scholes formula, how much should be the premium of the call option?

given: N(0.177) = 0.570, N(0.219)=0.587, N(0.035)=0.514, N(-0.134) = 0.447