5. An analyst gathers the following information about a call option on a non-dividend-paying stock:

• Strike price: 55.00
• Stock price: 50.00
• Annual total return when an up move occurs: 1.373
• Annual total return when a down move occurs: 0.727
• Maturity: 2 years
• Annual risk-free interest rate: 5.00%

The current value of the European-style call option is closest to: