3. Suppose Westeros's stock price is currently $27 In the next year it will either fall by 16% or rise by 19.05%. What is the current value of the risk neutral probability of the up move. The call has an exercise price of $25 and expiration of one year? The risk-free interest rate is 5% per year (this data is for the next two problems.)

4. What is the price of the call described above (use the risk neutral method)

5. All else is the same except that the exercise price is equal to the price what is the value of the put?