A stock is currently priced at $54.00. The risk free rate is 5.9% per annum with continuous compounding. In 3 months, its price will be $61.56 with probability 0.59 or $47.52 with probability 0.41. Using the binomial tree model, compute the present value of your expected profit if you buy a 3 month European call with strike price $56.00. Recall that profit can be negative.

The answer I got was $3.23 but it's incorrect.