$9.$ The stock price of ABC Corporation is currently $$220.$ Over the next year, the stock price will increase by $15\%$ or decrease by $10\%.$ The interest rate at which investors invest in riskless assets is $4\%.$ Using the binomial option pricing model, the value of a call option with an exercise price of $$230$ and an expiration date $1$ year from now should be worth $\_\_\_\_\_\_\_\_\_\_$ today.

A$.$ $$10\mathrm{.}56$

B$.$ $$9\mathrm{.}61$

C$.$ $$11\mathrm{.}03$

D$.$ $$12\mathrm{.}38$