A stock price is currently $100. It is known that at the end of three months it will be either $110 or $90. The risk-free interest rate is 12% per annum with quarterly compounding. Suppose that ST is the stock price at the end of three months. Then, the current price of a derivative that pays off ST2 at maturity should be $_____________. (* Assume that short-selling is possible and that there are no arbitrage opportunities.)