Suppose you are pricing a $2-$year call option whose strike price is K$=95.$ Thecurrent underlying stock price is So$=100,$ and the stock price will either go up byu$=1\mathrm{.}2$ or go down byd$=0\mathrm{.}8.$ The annualized risk$-$free rate $($continuouslycompounding$)$ is $5\%.$ The underlying stock pays no dividend. Calculate the currentoption price using a two$-$period binominal pricing model $($each period is one year$)$Please keep $3$ decimal places for your result. Do not include a $\%$ sign.