Calculate the Price of a Two-Month European Call Option Given

Calculate the price of a two-month European call option given the following information: the exercise price is $19,the current share price is $20 and the risk-free interest rate is 15% p.a.Furthermore,the share price may go up by 15 per cent or down by 15 per cent at the end of each month.Assume a risk-neutral world and time periods of one month each.

A) $2.40
B) $1.79
C) $2.43
D) $1.82