The current price of a non$-$dividend paying stock is $$30.$ Use a two$-$step tree to value a European call option on the stock with a strike price of $$32$ that expires in $6$ months. Each step is $3$ months, the risk free rate is $8\%$ per annum with continuous compounding. What is the option price today when $u=1\mathrm{.}1$ and $d=0\mathrm{.}9.$

note: $a=1\mathrm{.}1$ means that the next upward price movement will lead to a new stock price of $30**1\mathrm{.}1=33.$ The binomial tree for the stock price is attached below. upload your answers in a word file or picture file. Show your work and keep a minimum of $3$ decimal places.

$\backslash$table$[[,,36\mathrm{.}3],[30,33,],[,,29\mathrm{.}7],[,,24\mathrm{.}3]]$