A) A digital call option is a derivitive security that pays zero below the strike price and $1.00 above the strike price. Suppose that the probabilities of the underlying asset to be above $2.00 and $4.00 are 71% and 24%, respectively. if the interest rate equals zero then the price of a porfolio which consist of 1 long digital call with a strike price of $2.00, and 1 long digital call with a strike price of $4.00 is?

( answer in two decimal points)