Suppose that Stock XYZ is currently trading at $25 and does not pay any dividends. Using a binomial tree with two periods, we would like to price an American call option written on this stock with a strike price of $25 and expiration date in one month. Assume that annual continuously compounded interest rate is 1% and the volatility of the stock is 40% per year. What is the value of Suu? 27.13 28.15 O 25 29.43