Alongstrangleoptionpaysmax(1,0,2)ifitexpireswhenthe underlying stock value is . The parameters 1 and 2 are the lower strike price and the upper strike price, respectively, and 1 < 2. A stock currently has price $100 and goes up or down by 20% in each time period. What is the value of such a long strangle option with lower strike 90 and upper strike 110 at expiration two time units in the future? Assume a simple interest rate of 10% in each time period.