Questions #21-25 are based on the following information: The current price of one share of Stock C is $12.00, and there are two possibilities for its price change every six months: up +10% or down -10%. Assume that the appropriate interest rate (not annualized) for each six-month period is 2.00%. We are also assuming no dividends. Based on the Two-Stage Binomial Option Pricing Model, fill in the tree below and calculate today's value of a one-year at-the-money European call option on Stock C. [1 pt) 23. What is the six-month price of C at the up node? $