Intro Consider the following information about a European call option: | B C 0.08 EAR Europ. Call 1 | 2 3 | 4 5 6 7 A Risk-free rate Option type Option type Strike price Years to exp. No. of periods Period length 170 1 years =B5/B6 178 0.32 | 9 Stock price now 10 Sigma 11 Up 12 Down 0.3771 =EXP(B$10*B$7^0.5)-1 =EXP(-B$10*B$7^0.5)-1 -0.2739 Part 2 IBL Attempt 2/10 for 10 pts. What should be the price (premium) of the call option after one period if the stock price has gone up? 0+ decimals Submit IBL Attempt 1/10 for 10 pts. Part 3 What should be the price (premium) of the call option after one period if the stock price has gone down? 2+ decimals Submit