A stock is selling for $32.70. The strike price on a call, maturing in 6 months, is $35. The possible stock prices at the end of 6 months are $39.50 and $28.40. The stock pays no dividends. Continuous compounded interest rates are 6.0%.What are risk-neutralprobabilities?

0.6452, 0.3548

0.5696, 0.4304

0.5384, 0.4616

0.4771, 0.5229