Let S $=$ $$100,$ K $=$ $$95,$ r $=8\%,$ T $=0\mathrm{.}5,$ and $\backslash$delta $=0.$ For simplicity, let u $=1\mathrm{.}3,$ d $=0\mathrm{.}8$ and n $=1($that is$,1$ period$).$ When constructing the binomial tree, what is the European call option value at maturity $($at the end of period $1)$ if the stock price goes down?

Question $2$ options:

$$35\mathrm{.}00$

$$22\mathrm{.}00$

$$41\mathrm{.}50$

$$0\mathrm{.}00$

$-$$$15\mathrm{.}00$

$-$$$11\mathrm{.}00$

$-$$$23\mathrm{.}00$