Suppose a call otion for a share with an exercise price of K = 95 euros and h = 1/2, ie 6 months for its expiration. We assume that the share does not pay dividends and that its current value is S = 100 euros. In 6 months from now, its price is expected to rise to 130 euros or fall to 80 euros. Calculate the value of the call option considering the binomial model (approach risk-neutral).

It does not give interest rate.