$***$ Consider the following tree of money market account values and risk$-$neutral probabilities in an arbitrage$-$free three$-$step model with $=1$ and $B(0,3)=0\mathrm{.}94182.$

Compute the price at time $0$ of a call option with strike $1\mathrm{.}06$ and exercise date $3$ on the money market account in two different ways: use the spot martingale measure $P^{**}$ and then the $3-$forward measure $P^3.$ Verify that the two prices are the same.