Consider a European call option on an asset with current price S, expiration time in one year, and the strike price S. You are told that a year from now the price of the asset will have either risen by a factor of u (u > 1) or will have decreased by a factor of 1 u . If the risk-free interest rate on one-year deposits is r > 0, show that the price of the European call option is an increasing function of the variable u