A share of Facebook stock is currently trading for $335. Facebook doesn't pay dividends and the annual return volatility of its stock is 30%. A European call option on the stock has a strike price of $350 and expires in exactly 2 months. The risk-free rate is 5% (continuously compounded). Use the 2-step binomial-tree model to calculate the price (premium) of this option. 24.20 19.44 12.10 12.32 23.84