The Current Price of a Stock Is $22

The current price of a stock is $22. In one year, the price will be either $27 or $17. The annual risk-free rate is 6 percent. What is the price of a call option on the stock that has an exercise price of $22 and that expires in one year, rounded to the nearest dollar? [Hint: use daily compounding.]

A) $1.00.
B) $2.00.
C) $3.00.
D) $4.00.
E) $5.00.