Barcelona stock is currently trading at S=$100. In each period of a binomial tree, the stock will either increase in price by 10% orfall by 10%. The risk-free rate per period of the binomial tree is 0.1668%, i.e,, an investment of a dollar at the risk-free rate returns $1.001668 after one period. For a two-period call option, what is the risk-neutral probability of the stock finishing in themoney on a 100-strike?

0.26

0.46

0.68

0.51