5. Suppose the share price of a certain stock is $100 today and that it will either be $110 or $80 in six month's time and will move, if at $110, to either $120 or $100 and, if at $80, to either $90 or $70. If interest rate is 3% compounded contionuosly, find the value of the European asset or nothing call option with the maturaty time 1 year and the strike price of K=$80. [The payoff of the "asset or nothing" call option is equal to the value of the stock if S(T) > K and zero otherwise)