A stock is currently priced at $$85.$ The stock will either increase or decrease by $10$ percent over the next year. There is a call option on the stock with a strike price of $$80$ and one year until expiration. If the risk$-$free rate is $2$ percent, what is the risk$-$neutral value of the call option?

Note: Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$