$22.$ You have a long position in a stock and a short position in a call option on the stock. The current price of the stock is $$20.$ In $3$ months, it will either be $$24$ or $$16.$ The $3-$month call option has a strike price of $$20.$ The risk$-$free rate is $10\%$ for all maturities. Calculate the value of the option using a one$-$step binomial model.A$.$ $$0\mathrm{.}251$B$.$ $$7\mathrm{.}802$C$.$ $$2\mathrm{.}198$D$.52\mathrm{.}682$