Consider a single-period binomial model with two periods where the stock has an initial price of $100

Question:

Consider a single-period binomial model with two periods where the stock has an initial price of $100 and can go up 15% or down 5% in each period. The price of the European call option on this stock with $115 and in two periods is $5.424. What should be the price of the risk-free security that pays $1 after one period regardless of what happens? We assume, as usual, that the interest rate r per period is constant.
Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity. Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...