$2.$Suppose Winterfall's stock price is currently $19$$ In the next six months it will either fall to $15\mathrm{.}2$$ or

rise to $22\mathrm{.}8$$$.$ What is the current value of a call option with an exercise price of $$19?$ The risk$-$free

interest rate is $10\%$ per year. Use the hedging method method for the solution. Discount with an

annual rate

$2\mathrm{.}43$

$1\mathrm{.}43$

$2\mathrm{.}26$

$2\mathrm{.}49$