You work for a derivative trading desk and your task is to explore any mispricing opportunity in the option market. You look at the stock Pear and Co$,$ which does not pay any dividend. This stock is currently traded at S$0=60$ and the volatility of its return is $\backslash$sigma $=10\%$ per annum. You find an at$-$the$-$money $($ATM$)$ call option on this stock with $6-$month maturity that trades at $$3.$ The effective $($annualized$)$ risk$-$free rate is $5\mathrm{.}127\%.$

Considering a one$-$period binomial model, compute the future prices of the stock