Please do this problem and explain how you got there showing work. The current price of Natasha Corporation stock is $$6\mathrm{.}16.$ In each of the next two$$ years, this stock price can either go up by $$2\mathrm{.}50$ or go down by $$2\mathrm{.}00.$ The stock pays no dividends. The$$ one$-$year risk$-$free interest rate is $3\mathrm{.}5\%$ and will remain constant. Using the Binomial$$ Model, calculate the price of a$$ two$-$year call option on Natasha stock with a strike price of $$7\mathrm{.}00.$The price of the$$ two$-$year call option is $$?$