Imagine that Amazon's stock price will either rise by $33\mathrm{.}3\%$ or fall by $25\%$ over the next six months. Recalculate the value of the call option $($exercise price $=$ $$1,830)$ using $($a$)$ the replication portfolio method and $($b$)$ the risk$-$neutral method. Explain intuitively why the option value rises from the value computed in section $22-1.$