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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

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-neutral probabilities? 0.6452, 0.3548 0.5696, 0.4304 0.5384, 0.4616 0.4771, 0.5229

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