Assume an investor has $100 and stock ABC is priced $8, and the risk-free offers zero return. Stock ABC can go up by 100% or down by 50% with probability .5. The investment period is three periods ahead. What is the expected wealth of a portfolio strategy that starts investing 50% of the wealth in the stock ABC (T=0), but sells the stock at T=1 when the price increases (a lock-in strategy). For the other nodes, in which the investor does not sell the stock ABC, assume an investment of 50% of the wealth in the stock ABC. Select one: O 100 O 122 O 222 O 102 O 322