A European call option on Belmont Resources stock has a strike price of $55 and expires in 6 months. The current stock price is $52, the continuously compounded risk-free rate is 4%, and the stock pays no dividends. Using the binomial model with one step, the stock can go up by a factor of 1.15 or down by a factor of 0.87. What is the value of the call option using risk-neutral pricing?