The current price of Natasha Corporation stock is $$5\mathrm{.}56.$ In each of the next two years, this stock price can

either go up by $$2\mathrm{.}50$ or go down by $$2\mathrm{.}00.$ The stock pays no dividends. The one$-$year risk$-$free interest rate is

$3\mathrm{.}7\%$ and will remain constant. Using the Binomial Model, calculate the price of a two$-$year call option on

Natasha stock with a strike price of $$7\mathrm{.}00.$

The price of the two$-$year call option is $

$($Round to the nearest cent.$)$