A non-dividend-paying stock has price $S = 50$, volatility $\\sigma = 30\\%$, and risk-free interest rate $r = 5\\%$. Using the Black-Scholes model, what is the delta of a 6-month European call option ($T = 0.5$ years) with a strike price of $K = 50$? (Assume $N(z)$ is the standard normal cumulative distribution function).