3) Let the current price of a stock be $200, and suppose that after one year it can change to either $300 or $100. There are two possibilities at the present moment: 1) buy shares of the stock at the current price, and sell after one year, and 2) buy an option to purchase the stock for $150 after one year. What should be the price $c of the option assuming that we do not want any arbitrage opportunity? 3) Let the current price of a stock be $200, and suppose that after one year it can change to either $300 or $100. There are two possibilities at the present moment: 1) buy shares of the stock at the current price, and sell after one year, and 2) buy an option to purchase the stock for $150 after one year. What should be the price $c of the option assuming that we do not want any arbitrage opportunity