please show steps

answer should be 3.8434

Use the information below to calculate today's European call price in a two-step binomial tree. [round to two decimal places] - The stock's price S is $53. After three months, it either goes up and gets multiplied by the factor U=1.11, or it goes down and gets multiplied by the factor D=1/U. - Options mature after T=0.5 year and have a strike price of K=$52. - The continuously compounded risk-free interest rate r is 2.6 percent per year