I am given the prices of a stock using the binomial model with initial price 100 and the upper price is 1.25 times the original and the lower price is .8 times the original and continue the pattern for 2 time periods. Given a derivative security with price Dt at time t pays returns at time 2:

if price at time 2 = 156.25, gives returns of 2

if price at time 2 = 100, gives return of 1

if price at time 2 = 64, returns of 0

I am supposed to find the price of a call at time 0 but I'm stuck trying to figure out how to use my values from time 1 to find a price for a call at time 0