4 5 6 Today's price of Stock A equals $90. A call option is written on this stock, the strike price of which equals $100 (Let us name this call option Call A). Now there are two derivative contracts written on Call A, namely Contract L and Contract H. Contract L pays $1 if the price of Call A is lower than $3, and Contract H pays $1 if the price of Call A is higher than $3. Assume that the risk-free rate is 4%. If the market price of Contrat H is $0.2, what is the no-arbitrage price of Contract L? 9 0 51 O $0.76 2 3 54 O $0.22 55 56 O $0.55 57 58 O $1.04 59 60 61 62 63 64 65