The current price of a non$-$dividend paying stock is $$40.$ Use a two$-$step tree to value a European call option on the stock with a strike price of $$42$ that expires in $6$ months. Each step is $3$ months, the risk$-$free rate is $8\%,$ and u $=1\mathrm{.}1$ and d $=0\mathrm{.}9.$