You work on the option desk for a trading company analyzing a stock with current price $50 and a call option with strike $55. You've already calculated that the current risk adjusted probabilities of the option expiring in the money are N(d1) =0.75 and N(d2)=0.60. Find the option price today if

• interest rates are 1%
• the option expires in 3 months
• underlying annual volatility is 25%

Group of answer choices

$0.00

$4.58

$11.32

$5.00