The current price of a stock is $10, and it is known that at the end of three months the stock's price will be either $13 or $7. The risk-free rate is 4% per annum. What is the implied no arbitrage price of a three-month (T = 0.25) European call option on the stock with a strike price of $10? (Note: this does not include an assumption about the stock's volatility).