The stock price of Apax Inc. is currently $$105.$ The stock price a year from now will be either $$125$ or $$90$ with equal probabilities. The interest rate at which investors can borrow is $15\%.$ Using the binomial option pricing model, the value of a call option with an exercise price of $$110$ and an expiration date $1$ year from now should be worth today.

$$9\mathrm{.}9$

$$10\mathrm{.}5$

$$11\mathrm{.}5$

$$15$