6. Assume that the stock moves in a discrete way from t 0 to t = 1/2 so that S(0) = 20 and at t = 1/2 it can assume one of three possible values: 10, 15, and 25. Find (if it exists) an arbitrage-free price of the European call option on one share of this stock with T = 1/2 and K = 14 assuming the discrete annual compounding with R = 10%