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 when the volatility is $20\%?($Hint: Calculate u and d using the CRR approach.$)$