(10 points) Suppose the price of Company A's stock is currently $140. Now let us assume that from one period to the next, the stock can go up by 15% or go down by 15%. In addition, let use assume that there is a 50% chance that the stock will go up and a 50% chance that the stock will go down. It is also assumed that the price movement of a stock today is completely independent of its movement in the past; in other words, the price will rise or fall today by a random amount. In addition, suppose a call option has three periods to expiration. The underlying asset is stock A, the exercise price is $130, and the risk-free rate is 3%. Please use the following formula to calculate the call option value of stock A. C = [p3C uuu + 3p?(1 p)Cuud + 3p(1 p)-Cudd + (1 p)3Cadd]/R3