Suppose that, in each period, the cost of a security either goes up by a factor of 2 or goes down by a factor of 1/2 (i.e.,u= 2, d= 1/2). If the initial price of the security is 100, determine the no-arbitrage cost of a call option to purchasse the security at the end of two periods for a price of 150.

My main question is what should the no-arbitrage price of the call be? Can I have complete detail and formula please.