Consider the following information about a European call option: A B 1 Risk-free rate 0.03 EAR 2 Option type Europ. 3 Option type 4 Strike price Call 360 D 5 Years to exp. 2 6 No. of periods 2 7 Period length 1 years =B5/B6 8 9 Stock price now 362 10 Sigma 0.34 11 Up 0.4049 |=EXP(B$10*B$7^0.5)-1 12 Down -0.2882 =EXP(-B$10*B$7^0.5)-1 Part 1 Attempt 1/10 for 10 pts. What is the stock price after two periods if it has gone down twice? 0+ decimals Submit Part 2 1 8 Attempt 1/10 for 10 pts. What should be the price (premium) of the call option after one period if the stock price has gone up? 0+ decimals Submit Part 3 Attempt 1/10 for 10 pts. What should be the price (premium) of the call option after one period if the stock price has gone down? 2+ decimals Submit Attempt 1/10 for 10 pts. Part 4 What should be the price (premium) of the call option now? 0+ decimals Submit