Suppose that instead of a call option to buy the stock at 15% above its current value, the option is buy the stock at 10% above its current value. If this is included in the financial planning example...

Suppose that instead of a call option to buy the stock at 15% above its current value, the option is buy the stock at 10% above its current value. If this is included in the financial planning example with two branches per period, what should the initial call price or premium C0 be for this option to avoid arbitrage possibilities .