Consider a call option with strike price $100 on a stock. There are two periods until the option expires. The stock can either move up by u = 1.25 or down by a factor d = 0.8 in each period. Assume the interest rate for each period is given by r = e^r with r = 5% and that the current stock price is $95. Find the value of the call option.

(Please write quick explanation for each step of the process, thank you so much!)