(20 pts) Let the price A(0) = 10, A(1) = 11, stock price S(0) = 10 and S(1) = { 12, with probability 0.1 8, with probability 0.9 (a) Compute the price C(0) of a call option with strike price $10 and exercise time 1; (b) find the final wealth (at time t = 1) of an investor whose initial capital of $1, 000 is split fifty-fifty between stock and the above call option