A call and put expire in 0.41 year and have an exercise price of $100. The underlying stock is worth $90 and has a standard deviation of 0.25. The annual risk-free rate is 11 percent. The annual dividend yield (g) on the stock is 2%. The call option price from the three-period binomial model is: O 2.520 O 2.50 0 3.882 O 2.882