Sally, an analyst, wants to value a two-year European call option on a non-dividend paying stock, using the binomial option-pricing model. The call's strike price is 40. The annual riskless interest rate is 5.127%. The stock is currently priced at $42/share. The following formulae are used in the binomial model:

 u=1.49, d=0.67114, π=(1+r-d)/(u-d), r=0.05127, c++=53.24, c+-=c-+=1.93, c--=0 

Which of the following is closest to the value of a two-year European call option on a non-dividend paying stock with a strike price of 40?