DERIVATIVES

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. Eachstep is 3 months, the risk free rate is 8% per annum with continuous compounding. Whatis the option price when u = 1.1 and d = 0.9? (please explain fully step by step NO JUST PASTING A TREE I want to know where you find the payoff from the option when you use it)

A. $1.29 B. $1.49 C. $1.69 D. $1.89