Given the Following Information and Based on the Black-Scholes Option $\bullet$

Given the following information and based on the Black-Scholes option pricing model, calculate the price of the corresponding call option (round to 2 decimal places) .
$\bullet$ current stock price = $50
$\bullet$ strike price = $50
$\bullet$ risk-free rate = 10%
$\bullet$ time to expiration of the option = 3 months
$\bullet$ N(d₁) = 0.5793
$\bullet$ N(d₂) = 0.4602

A) $0
B) $5.49
C) $5.96
D) $6.52