Assume that Southwest Airline's stock price over the next 6 months is described by a two-step binomial-tree model with u=1.2 and d=0.8, with each time step representing 3 months. The risk-free rate between these 3 -month steps is 10%, so that R=1+0.1=1.1. Assume that Southwest's stock is trading at $50 per share now. What is today's price of a European call option on a Southwest's stock that matures in 6 months and has a strike price of K=40