VETTON You are trying to price an American call option with one year to expiration and a strike price of $110, on a non-dividend puying stock You are using a two-step binomial tree (T-1, n-2, dt-0.5 year). Assume the six-months risk-free interest is such that er -1.05. Assume that the current stock price is $115 and that u - 1.2 and d-0.9. What should be the call option price if the option is in the money after 0.5 year (option price after one up move)? 24.11 $22.17 $33.24 $19.05