D Question 29 The current price of CG Industries stock is $30. In the next year, the stock price will either go up by 10% or go down by 20%. CG pays no dividends. The one-year risk-free rate is 5% and will remain constant. If the strike price of a one-year call option is $20, calculate the price of the one-year call option on CG stock using risk-neutral probabilities 58:45 56.83 55.65 0.510.95