What Is the Call Option Premium Given the Following Information

Multiple Choice

What is the call option premium given the following information?
$\begin{array}{lc}\text { Stock price } & \$50 \\\text { Call strike price } & \$ 45\\\text { Volatility (std dev) } & 15\% \\\text { Time (years) } & .25 \\\text { Risk-free rate } & 2.00\% \\\text { Dividend yield } & 0\%\end{array}$

A) $4.86
B) $5.04
C) $5.16
D) $5.34
E) $5.50