Using the binomial model, the value of a one$-$year European call option with a strike price of $$100,$ an underlying asset price of $$95,$ an up factor of $1\mathrm{.}10,$ a down factor of $0\mathrm{.}90,$ and a risk$-$free interest rate of $5\mathrm{.}0\%$ is closest to$?$

Hint: You first need to calculate the risk neural probability of an up move in the stock price.

$$1\mathrm{.}16$

$$5\mathrm{.}27$

$$6\mathrm{.}82$

$$3\mathrm{.}23$