A stock is worth 100 today. Assume zero interest rates. The strategist for this sector calls you and tells you that the stock can be worth 90 or 110 tomorrow, with probabilities 0.6 and 0.4 respectively. You need to price an ATM call for a client. How do you proceed?A stock is worth 100 today. Assume zero interest rates. The strategist for this sector calls you and tells you that the stock can be worth 90 or 110 tomorrow, with probabilities 0.6 and 0.4 respectively. You need to price an ATM call for a client. How do you proceed