Based on the above information and if you know that the strike price equal to $31; What is the value of call option ?)

7 The current price of a non- dividend-paying stock is $30. Over the next six months it is expected to rise to $33 or fall to $27. Assume the risk-free rate is 10%; What is the risk-neutral probability of that the stock price will be * ?$33 (1 ) 0.76 O 0.82 O 0.86 O 0.9