You are given a $5\%$ call option worth $\$2.66$. The strike price $k$ is $\$41.00$. $S(0)=40$, $Sd=35$ (i.e the lower price of the stock at $t=1$) find $Su$ (i.e the high price of the stock at $t=1$).
How would this be done? I know $Cu=Su-\$41$, $C(0)=\$2.66$ and I have something written in my notes that $c(0)= B/(1+r) +ΔS(0)$, but I'm not sure what $B$ is here. I assume to find $Su$ I need to first find $Cu$, but I'm not sure how to do this from the given information. Any help is appreciated.