Suppose in a five-period binomial model, the initial stock price isS0= 80, with each head the stock price increases by 10, and with each tail the stock price decreases by 10. In other words,S1(H) = 90, S1(T) = 70, S2(HH) = 100, etc. Assume the interest rate is always zero. Consider a European call with strike price 80, expiring at time five. Find the price of this call at time zero.