Problem 21-36 You are attempting to value a call option with an exercise price of $107 and one year to expiration. The underlying stock pays no dividends its current price is $107 and you believe it has a 50% chance of increasing to $125 and a 50% chance of decreasing to $89. The risk-free rate of interest is 3% Calculate the call option's value using the two-state stock price model. (Do not round intermediate calculations and round your final answer to 2 decimal places.) Call option's value