The current price of a non$-$dividend$-$paying stock is $$235\mathrm{.}72$ and you expect the stock price to be either $$282\mathrm{.}86$ or $$196\mathrm{.}43$ after $0\mathrm{.}5$ years. A European call option on the stock has a strike price of $$240$ and expires in $0\mathrm{.}5$ years. The risk$-$free rate is $5\%($EAR$).$

What should be the price $($premium$)$ of the call option?