A stock price is currently $2025. It is known that at the end of three 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 $2020? Use the binomial tree approach to value the call option: - To create a riskless portfolio should include: (typelongorshort)(typelongorshort)calloptionlessportfoliois$(keep2-decimals)shares(keep4decimals)(keep2-decimals)