A stock price is currently $2025. It is known that at the end of one month it will be either $2100 or $1953. The risk-free interest rate is 6% per annum with continuous compounding. What is the value of a three-month European call option with a strike price of $2020? Use the binomial tree approach to value the call option: To create a riskless portfolio should include: (type long or short) shares (keep 4 decimals) (type long or short) call option The cost to create the above riskless portfolio is $ The current price of the call option is $ (keep 2-decimals) (keep 2-decimals) A stock price is currently $2025. It is known that at the end of one month it will be either $2100 or $1953. The risk-free interest rate is 6% per annum with continuous compounding. What is the value of a three-month European call option with a strike price of $2020? Use the binomial tree approach to value the call option: To create a riskless portfolio should include: (type long or short) shares (keep 4 decimals) (type long or short) call option The cost to create the above riskless portfolio is $ The current price of the call option is $ (keep 2-decimals) (keep 2-decimals)