(10 points) For a two-period binomial model, you are given that: (1) each period is one year; (2) the current price of a non-dividend-paying stock S is $40; (3) u = 1.3, with u as in the standard notation for the binomial model; (4) d = 0.9, with d as in the standard notation for the binomial model; (5) the continuously compounded risk-free interest rate is r = 0.05. Find the price of an American call option on the stock S with T = 2 and the strike price K = $43