A non-dividend paying stock, currently priced at 140, is expected to go up by 10% or go down by 10% over a period. The risk free rate for one period is 4%. Price a call option with X=120 using the formula with factorials for 3 periods. No need to build a tree. In your answer report the 3rd period call values, the cumulative probability of each final node, and the number of paths you can get to each outcome. Using these, price the call.