Assume that the risk-free rate is 10% and that the price of the stock S(0) is of 100 pesos. In period t = 1 the share price can take 2 possible values: 190 pesos in a high scenario or 70 in a low scenario. suppose that the strike price K of a "European call option" is 124 pesos. What are the option's payoffs in the two possible states? What are the risk-free probabilities in the two possible states? What is the price of the option at time zero? What is the portfolio of stocks and bonds that replicates the option?