A stock price is currently $$30.$ During each two$-$month period for the next four months it is expected to increase by $8\%$ or decrease by $10\%.$ No dividend payment is expected during these two periods. The risk$-$free interest rate is $5\%$ per annum. If you use a two$-$step tree to do the valuation, what, to the nearest cent, is the value of a European call option with a strike price of $$32$ that expires in four months? $($Your answer should be in the unit of dollar, but without the dollar sign. For example, if your answer is $$1\mathrm{.}02,$ just enter $1\mathrm{.}02.)$