A stock price is currently $50. It is known that at the end of 2 -months it will be either $47 or $51. The risk-free interest rate is 5% p.a. with continuous compounding. Use either the approach of constructing a no-arbitrage portfolio or the Risk-Neutrality principle to calculate the value of a 2-month European Call Option with a strike of $49 ? $1.888 $0.500 $2.196 $1.695 $1.500