Find the price of a 6-month European call option with strike price of $97 if current stock price is equal to $100 and in 6 months it can either increase to $110 or decrease to $80. The risk-free interest rate is 6%. The stock pays 1% continuously compounded dividends. (Note: the assumption that stock pays continuously compounded dividends is not realistic, so, you may want think of this stock as a stock market index). Solve using Excel