Expectation and Volatility. Consider the following stock price process: So = $100[S Su = $150 Sd = $90 That is, at t = 0, the stock price is $100. At t = 1, the stock price will either be $150 or $90. Suppose that the up is 80% and the probability of down is 20%. ( 5 points) Find the expected payoff of a call expiring at T = 1 struck at K = 100. a