The stock price is currently $$100.$ Over each of the next two three$-$month periods, it is expected to go up by $10\%$ or down by $5\%.$ The risk$-$free interest rate is $6\%$ per annum with continuous compounding. What is the value of a six$-$month European call option with a strike price of $$95?$ Use the binomial tree method to solve this problem. You need to include the binomial tree you draw in your submission.