Consider a call option on one share of BP with a strike price of $70 and exercise time 1 quarter (3 months). Suppose the current stock price for BP is S(0) = $65 per share. Suppose further that A(0) = $100, A(1) = $102 and two possible prices for S(1) are S(1) = {$74 with probability 0.5, $66 with probability 0.5. Evaluate the expected returns E(K_s) and E(K_c) for the stock and the option