题目的解析看不到

问题如下：

A cash-or-nothing call (also known as a digital call) pays a fixed amount to the buyer if the asset finishes above the strike price. Assume that at the end of a 1-year investment horizon, the stock is equal to $50, the fixed payment amount is equal to $45, and N(d1) and N(d2) from the Black-Scholes-Merton model are equal to 0.9767 and 0.9732, respectively. The value of this cash-or-nothing call when the risk-free rate equals 3% is closest to:

选项：

$5

$42

$44

$47

解释：