Option pricing is an important subject in the field of financial investment. Suppose the current price of a stock is $100 per share. Research shows that the spot price will move either up by 8% or down by 4% each period. Use the Binomial Option Pricing model to determine the price of a call option with a strike price of $110 and an expiration date of THREE periods. The risk-free rate is 3% and no dividend will be paid within the three periods.

Build the call premium tree. Answers need to keep at least four decimal points, e.g., 2.5876.

C0 =	C1u =	C2uu =	C3uuu =
			C3uud =
		C2ud =
	C1d =		C3udd =
		C2dd =
			C3ddd =