Let S $=$ $$100,$ K $=$ $$95,$ r $=8\%($continuously compounded$),\backslash$sigma $=30\%,\backslash$delta $=0.$ T $=1$ year, and n $=3($that is$,3$ periods$).$ When constructing the binomial tree, what is the European call option value at the up node at the end of Period $1($after the stock price goes up once$)?($Hint: u and d are not given and need to be calculated.$)$

Question $3$ options:

$$33\mathrm{.}15$

$$6\mathrm{.}69$

$$1\mathrm{.}09$

$$10\mathrm{.}39$

$$17\mathrm{.}90$