A stock price is currently $40. Over each of the next two three-month periods it is expected to go up by 10% or down by 10%. The risk-free interest rate is 12% per annum with continuous compounding. a. What is the value of a nine-month European call option with a strike price of $42? b. What is the value of a nine-month European put option with a strike price of $42? c. What is the nine-month forward value with a forward price of $42? +