Use a $3$ step binomial tree to value a call option.the option expires in $6$ months. The interest rate is $10\%$ annually continuously compounded. The spot price is at $100$ and the option strike price is at $108.$ The volatility of the underlying is $20\%.$ This is a European style option.

$$ a$.$ $$4\mathrm{.}25$

O b$.$ $$4\mathrm{.}33$

$0.$

$$4\mathrm{.}21$

O d$.$ $$4\mathrm{.}43$

$$ e$.$ $$4\mathrm{.}48$