You are given the following information: $($use continuous compounding$).$ Current stock price $$100$ Strike price $$100$ Annual Volatility $(\backslash$sigma $)25\%$ Annual Risk$-$Free rate $5\%$ Time to maturity $3$ months $(0\mathrm{.}25$ years$)$ Time step $(\backslash$Delta t$)1$ month $(1/12$ years$)$ Up parameter $($U$)$ e$^$sigmasqrt$\backslash$Delta t Down parameter $($D$)1/$U Compute the current value of a European call option.

Could you show me this in an excel format?