The binomial tree below describes the two$-$year evolution of the price of a non$-$dividend$-$paying stock $($each time$-$step is one year$).$

Calculate the price of a two$-$year European call on the stock, with a strike price of $$9\mathrm{.}00,$ given that the risk$-$free interest rate is $4\%$ p$.$a$.($Enter your answer as a number rounded to two decimal places. So$,$ if the value of the option is $$1\mathrm{.}23,$ you should enter $1\mathrm{.}23$ as your answer.$)$