A stock price is currently $40. It is known that at the end of one month that the stock price will either increase or decrease by 9%. The risk-free interest rate is 5% per annum with continuous compounding. What is the value of a one-month European call option with a strike price of $40?

Equations you may find helpful: p = (e^(rt)-d) / (u-d) f = e^(-rt) * (fu*p + fd*(1-p))

(required precision 0.01 +/- 0.01)