A non-dividend-paying stock currently is worth $84 and its volatility is 20\% per annum. The delta of a six-month European call option on this stock when the strike price of $85 and the risk-free rate is 5% per annum is: \begin{tabular}{l} 0.1638 \\ \hline 0.5089 \\ \hline 0.5651 \\ \hline 0.5753 \\ \hline 0.6297 \end{tabular}