need the answer asap, please show work! thanks.

9. A stock's price is $50. Over each of the next two three-month periods it can go up 6% or down 5%. The annual risk-free rate is 5%. The value of a six-month European call option with strike price of $51 is about a. $0.84 b. $1.64 c. $1.94 d. $2.49 e. $3.09