Consider a binomial world in which the current stock price of $80$ can either go up by $10$ percent or down by $8$ percent. The risk$-$free rate is $4$ percent. Assume a one$-$period world. Answer following questions about a call with an exercise price of $80.$

what is the current value of the call?

a$.8\mathrm{.}00$ b$.7\mathrm{.}30$ c$.11\mathrm{.}13$ d$.\mathrm{.}619$ e$.$ none of the above