A call option on Jupiter Motors stock with an exercise price of $75 and one year expiration is selling at $3. A put option on Jupiter stock with an exercise price of $75 and one-year expiration is selling at $250. If the risk-free rate is 8% and Jupiter pays no dividends, what should the stock price be? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Stock price s 69.73 We will derive a two-state call option value in this problem Data: 50 - 100,X = 110,1 + r=110. The two possibilities for Sy are 130 and 80 a. The range of Sis 50 while that of Cis 20 across the two states. What is the hedge ratio of the call? (Round your answer to 2 decimal places.) Answer is complete and correct. Hedge ratio 040 b. Calculate the value of a call option on the stock with an exercise price of 110. (Do not use continuous compounding to calculate the present value of Xin this example, because the interest rate is quoted as an effective per period rate) (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Call value 9.743