You would like to implement investment strategies based on options. You are interested in the shares of the company W&W. The stock is currently listed at 29. The annual volatility of this stock is 25%. A European call option with a maturity of 3 months and an exercise price of 30 is available on the market. W&W will not distribute a dividend during the period under review. The risk-free interest rate with continuous compounding is 3% for all maturities. Using a three-step binomial tree (risk-neutral version), calculate the value of the option.

Could you please answer me with an excel document ?