need help with this

thanks

the answer ingit is 1.07 but I am not sure if I got it right or not

If the interest rate is 8%, what is the risk- neutral valuation of the call option specified in Exercise 7.2? I am writing exercise 7.2 below. The prices of a certain security follow a geometric Brownian motion with parameters u = 0.12 and o = 0.24. If the security's price is presently 40, what is the probability that a call option, having four months until its expiration time and with a strike price of K = 42, will be exercised? (A security whose price at the time of expiration of a call option is above the strike price is said to finish in the money.) If the interest rate is 8%, what is the risk- neutral valuation of the call option specified in Exercise 7.2? I am writing exercise 7.2 below. The prices of a certain security follow a geometric Brownian motion with parameters u = 0.12 and o = 0.24. If the security's price is presently 40, what is the probability that a call option, having four months until its expiration time and with a strike price of K = 42, will be exercised? (A security whose price at the time of expiration of a call option is above the strike price is said to finish in the money.)