single-period binomial model

Consider a single-period binomial model with two periods where the stock has an initial price of $100 and can go up 15% or down 5% in each period. The price of the European call option on this stock with strike price $115 and maturity in two periods is $5.424. What should be the price of the risk-free security that pays $1 after one period regardless of what happens? We assume, as usual, that the interest rate r per period is constant.