Use the Black$-$Scholes formula to calculate today's value of a call option, based on the following:

The call option's strike price is $$50.$ The expiration date is three months from now. Stock shares can be purchased for $$54$ a share in today's market. The risk$-$free rate is $3$ percent per year, compounded continuously. The standard deviation of the annual stock returns is $0$ percent. $($Do not round intermediate calculations and round your final answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$