The current price of a non-dividend paying stock is $31.72. Use a two-step tree to value a European call option on the stock with a strike price of $39.98 that expires in 6 months. The risk free rate is 8.7% per annum with continuous compounding. What is the option price when u = 1.37 and d = 1/u?

please dun round up, leave 10 sig. fig.

and show the steps, thanks!