$21\mathrm{.}14.$ Future prices of a stock are modeled with the following $3-$period binomial tree:

Consider a European call option on the stock expiring in one year. The numbers on the ending nodes are the prices of the option at those nodes.

You are also given:

$($i$)$ The risk neutral probability of an up move is $0\mathrm{.}45.$

$($ii$)$ The continuously compounded risk$-$free interest rate is $5\%.$

Calculate the price of the call.