Please show the calculations

4 0/2 points Consider a European call option (K=$100) expiring in one year on a stock trading for $96.3. The return volatility on the stock is 21% and the riskless rate is 5%. Find the price of the option using a Binomial Model with two steps. (Type the answer to two decimal places, such as "-12.34".) x 0.47 Correct Answer: 8.45