The current stock price is 50, and the continually compounded annual interest rate is 4%. A 45-strike European call option on the stock with 6 months to expiration has price 6.57. The stock pays no dividends. What price must the stock be in 6 months so that buying the call and selling the call have the same profit?
A 51.57 B 51.70 C 55.57 D 55.70 E 56.57