Suppose you are asked to value, using a four-period risk-neutral binomial approach, an at-the-money call option. The stock price is $180 today but will, per period, either increase by 10% with 70% of chance or decrease by 5% with 30% of chance. The risk-free rate is 4% and the stock pays no dividends. What would be the value of this call option in period 3 assuming that the price has constantly increased up to that point?