A stock price is currently $$98.$ Over each of the next two six$-$month periods, it is expected to go up by $10\%$ or down by $10\%.$ The risk$-$free interest rate is $8\%$ per annum with continuous compounding. What is the value of a one$-$year European call option with a strike price of $$100?$

What is the stock price at the up node in one year Suu?

What is the payoff at the up node in one year fuu?

What is the payoff at the middle node in one year fud or fdu?

What is the payoff at the bottom node in one year fdd$?$

What is p$?$

What is fu$?$

What is fd$?$

What is the call option price?