Consider a European call option with strike K=$41 and expiry T=2 months on a stock that follows a trinomial model. On the exercise date, the stock price is: $52 with probability 0.4, $47 with probability 0.5, or $37 with probability 0.1. Let the current price of the call be $3.5, and the risk-free rate of interest compounded continuously be 8%. Find the expected gain to a holder of this call option on the exercise date. Gain = $