Harbin Manufacturing has 10 million shares outstanding with a current share price of $21.23 per share. In one year, the share price is equally likely to be $28 or $18. The risk-free interest rate is 5%. a. Using the risk-neutral probabilities, what is the value of a one-year call option on Harbin stock with a strike price of $25 ? b. What is the expected return of the call option? c. Using the risk-neutral probabilities, what is the value of a one-year put option on Harbin stock with a strike price of $25 ? d. What is the expected return of the put option? a. Using the risk-neutral probabilities, what is the value of a one-year call option on Harbin stock with a strike price of $25? The value of the one-year call option is $. (Round to the nearest cent.) b. What is the expected return of the call option? The expected return of the call option is %. (Round to one decimal place.) c. Using the risk-neutral probabilities, what is the value of a one-year put option on Harbin stock with a strike price of $25 ? The value of the one-year put option is $ (Round to the nearest cent.) d. What is the expected return of the put option? The expected return of the put option is \%. (Round to one decimal place.)