24. The current price of a non-dividend-paying stock is $30. Over the next six months it is expected to rise to $36 or fall to $26. Assume the risk-free rate is zero. What is the risk-neutral probability? 17 a. 0.6 b. 0.5 c. 0.4 d. 0.3 25 . The current price of a non-dividend-paying stock is $30. Over the next six months it is expected to rise to $36 or fall to $26. Assume the risk-free rate is zero. An investor sells call options with a strike price of $32. What is the value of each call option? a. $1.6 b. $2.0 c. $2.4 d. $3.0