2. Suppose that the price of Disney stock is $30 today (t=0) and could either increase to $60 or drop to $15 in t=1. The interest rate is 4 percent. a) Show that the following two strategies yield the same payoffs re- gardless of whether the stock price rises or falls: Strategy A: Buy three call options with an exercise price of $30. Strategy B: Buy two shares and borrow the present value of $30. b) What is your cash outflow today if you follow strategy B? c) What does this tell you about the value of the three call options of strategy A