The common stock of Pallmall, Inc. is currently priced at $$52\mathrm{.}50$ a share. One year fromnow, the stock price is expected to be either $$54$ or $$60$ a share. The risk$-$free rate ofreturn is $4$ percent. What is the value of one call option on Pallmall stock with anexercise price of $$55?$

A$.$

$$0\mathrm{.}39$

B$.$

$$0\mathrm{.}45$

C$.$

$$0\mathrm{.}48$

D$.$

$$0\mathrm{.}51$