An investor wants to evaluate the call option price of the stock he is interested in using the binomial tree model.

This call option has a $3-$month maturity and an strike price of $$20.$

Suppose that the current price of this stock is $$19$ and it changes to $$21$ or $$18$ after $3$ months.

What would be the price of this call option if the risk$-$free interest rate is $4\%$ per year $($consecutive compounding$)?$