You are attempting to value a call option with an exercise price of $115 and one year to expiration. The underlying stock pays no dividends, its current price is $115, and you believe it has a 50% chance of increasing to $125 and a 50% chance of decreasing to $105. The risk-free rate of interest is 5%. Based upon your assumptions, calculate your estimate of the the call option's value using the two-state stock price model.

Value of the call?