Assume that the current market price of Blossom Industrials stock is $$27$ per share and that the price will either rise to $$36$ per share

or fall to $$20$ per share in one month. The risk$-$free rate for one month is $1$ percent. What is the value of a one$-$month call option with a

strike price of $$23$ per share? $($Round $x$ value to $4$ decimal places, e$.$g$.1\mathrm{.}5525,y$ value and final answer to $2$ decimal places, e$.$g$.15\mathrm{.}25.)$

The value of a one$-$month call option is $