financual math question

Question 3 2 pts Consider the Black-Scholes option pricing formula in finding the price of a European call option on a non-dividend-paying stock. The stock price is $50, the continuously compounded risk-free interest rate is 3% per annum, the volatility is 30% per annum, and the time to maturity is 0.5 year. You are told the value of N(d1) but not directly the value of the strike price. Suppose that N(D1) = 0.2474, what is the approximate) value of strike price? The strike price is about 48. The strike price is about 60. The strike price is about 50. The strike price is about 52