A stock with a current price of $80 is expected to go up by 10% or down by 10% over each of the next two six-month periods. The risk-free interest rate is 6% per annum with continuous compounding points A one-year European call on the stock has a strike price of $80. If the stock price experienced up movement in the both periods, how much is the value of the call after twelve months ( 50 58.7320 $6 7320 $16 A O$10 6347