The current price of a non-dividend paying stock is $39.48. Use a two-step tree to value a European call option on the stock with a strike price $32.72 that expires in 12 months. The risk free rate is 9% per annum, and the volatility is 29.4%.What is the option price?

please dun round up, leave at least 10 sig. fig.

and show the steps, thanks!