C(0) represents the cost of the call option at time 0, C(T) is at time T. A denotes "bonds" and S denotes "stocks" I know I am supposed to use the equations: C(0) = xS(0) + yA(0) and if the price of stocks S(T) goes up -> C(T) = x*65+y*60 if the price of stocks S(T) goes down -> C(T) = x*40+y*60 SO essentially i have 3 equations, they all have y in it and that is my unknown variable, in addition to C(0), which I need to determine. My issue is that it seems I am missing information or lacking enough to determine what C(0) is. I hope this helps.

9. What is the fee C(0) for a call option with strike price X = 60 that is replicable with the market involving A(0) = 50, A(T) = 60, S(0) = 50, S(T) = 65, probability p | 40, probability 1-p 9. What is the fee C(0) for a call option with strike price X = 60 that is replicable with the market involving A(0) = 50, A(T) = 60, S(0) = 50, S(T) = 65, probability p | 40, probability 1-p