For a non-dividend paying stock, you are given: (i) The current stock price is 18.5. (ii) In 6 months, the stock will either go up to 22.5 or down to 15. (iii) The continuously compounded risk-free interest rate is 6%. (iv) The current price of a 6-month 20-strike European call option on the stock is 1.55. a For a non-dividend paying stock, you are given: (i) The current stock price is 18.5. (ii) In 6 months, the stock will either go up to 22.5 or down to 15. (iii) The continuously compounded risk-free interest rate is 6%. (iv) The current price of a 6-month 20-strike European call option on the stock is 1.55. a