In a one-period binomial model, assume that the current stock price is $100 and that it will rise by 10% with a probability of 45% or fall by 15% with a probability of 55% after one month. The annual risk-free rate of 2%. The call option price with an exercise price of $102 is equal to: O a. $5.88 O b. $8.60 O c. $5.33 O d. $8.57 O e. $6.25