Consider a firm whose stock price at the end of the year depends on the state of economy(good or bad), and the outcome of a lawsuit (win with probability 0.8,lose 0.2)

                                Win      Lose
Good Economy     $5.3       $3.3
Bad Economy        $0.45     $0.45

The firm's current stock price is $2 per share. The riskless rate is 10% per year. What is the current market price of a European call option
that expires at the end of the year with the strike of $3.5?


我们在讲binomial tree，我不知道这个case要怎么能化成二支。。。但是又不是四支= =||
求指点！！