A stock price is currently $100. At the end of six months, it is expected to be 104 and 92 The risk-free interest rate is 10% per annum with contimuous compounding. What is the value of a six-month European call option with a strike price of $100 ? 1. How much is u ? A. 1.073 B. 0.939 C. 1.040 D. 0.930 100188 E. 1.097 2. How much is the payoff fu ? A. 3,000 B. 0.000 C. 2.000 D. 7.000 E. 4.000 3. How much is the risk neutral probability p ? A. 1.094 B. 0.869 C. 0.769 D. 0.930 E. 0.919 4. How much is option price f ? A. 3.063 B. 4.162 C. 2.020 D. 4.216 E. 3.097