Binomial Trees

Here is my practice problem:

The current price of a non-dividend paying stock is $30. Use a two-step tree to value a European call option on the stock with a strike price of $32 that expires in 6 months. Each step is 3 months, the risk free rate is 8% per annum with continuous compounding. What is the option price when u = 1.1 and d = 0.9. I need to construct a 2 step tree.

I get calculating the possible prices using the upper and lower bounds. I do not understand how to calculate the option price. Please help.