The current price of Estelle Corporation stock is $$23\mathrm{.}00.$ In each of the next two years, this stock price will either go up by $17\%$ or go down by $17\%.$ The stock pays no dividends. The one$-$year risk$-$free interest rate is $8\mathrm{.}0\%$ and will remain constant. Using the Binomial Model, calculate the price of a one$-$year call option on Estelle stock with a strike price of $$23\mathrm{.}00.$