Intro Consider the following information about a European call option: A c To 1 Risk-free rate 0.08 EAR 2 Option type Europ. 3 Option type Call 4 Strike price | 170 5 Years to exp. 6 No. of periods 7 Period length 1 years =B5/B6 8 9 Stock price now 178 10 Sigma 0.32 11 Up 0.3771 =EXP(B$10*B$710.5)-1 12 Down -0.2739 =EXP(-B$10*B$740.5)-1 12 Part 1 18 Attempt 1/10 for 10 pts. What is the stock price after two periods if it has gone down twice? 0+ decimals Submit IB Part 2 Attempt 1/10 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