The NASDAQ-100 stock index is currently 7,300.0 and has a volatility of 40.0% and a dividend yield of 1.0%. The risk-free rate is 3.0%. If we employ a two-step binomial tree, which is nearest to the value of a European 6-month call option with a strike price of 7,500.0; i.e., the call is out-of-the-money by exactly 200?