If interest rates are expected to change as per the given tree, what is the price of a European call option written on a bond that will mature in the beginning of the 4th period? The bond has a Par of $100 and a per period coupon of 15%. The interest rates move up or down at each node with equal probability. The option has a Strike of $98 and will expire in three periods.

4 t=4 20.81% 13.59% 8.87% 17.20% 67% 9.28% 11.23% 13,599 6,00% 73,3% 8.879 5.79% 14.22% 11 .75% 9.71% 9,11% 1,67% 6,06% 479% 315% 71% 11,75% 14,22% 17,20% 20,81% 928% 133% 5.70% 7.67% 7.33% 6.06% 4.79% 3.78%