Exercise 4. A stock price is currently $50. Over each of the next two 3-month periods it is expected to go up by 10% or down by 10%. The risk-free interest is 5% per annum with continuous compounding. Calculate the value of a 6-month American call option with a strike price of $51. Use any method of your choice. Exercise 4. A stock price is currently $50. Over each of the next two 3-month periods it is expected to go up by 10% or down by 10%. The risk-free interest is 5% per annum with continuous compounding. Calculate the value of a 6-month American call option with a strike price of $51. Use any method of your choice