$.$A stock price is currently $25$$$.$ It is known that at the end of two months it will be either $23$$ or $27$$$.$ The risk$-$free interest rate is $10\%$ per annum with continuous compounding. Suppose that ST is the stock price at the end of the two months. What is the value today of a power derivative that pays of $($ST$)3$ at that time, i$.$e$.$ the cube of the final stock price?