The current price of a non$-$dividend paying stock is $$30.$ Over the next one year it is expected to rise to $$36$ or fall to $$24.$ Assume the risk$-$free rate is $1\%.$ What is the value of a one$-$year call option with a strike price of $$30?$

Group of answer choices

$3\mathrm{.}15$

$4\mathrm{.}26$

$5\mathrm{.}54$

$5\mathrm{.}68$