Intro The current price of a non-dividend-paying stock is $1,363 and you expect the stock price to either go up by a factor of 1.367 or down by a factor of 0.777 each period for 2 periods over the next 1 years. Each period is 0.5 years long. A European call option on the stock has a strike price of $1,363 and expires in 1 years. The risk-free rate is 6% (annual, continuously compounded). I Attempt 1/10 for 10 pts. Part 1 What is the risk-neutral probability? 3+ decimals Submit Part 2 Attempt 1/10 for 10 pts. What is the option payoff in 1 years if the stock price went up twice in a row? 0+ decimals Submit Part 3 Attempt 1/10 for 10 pts. What is the value of the option in 0.5 years if the stock price has gone up once? 0+ decimals Submit Part 4 Attempt 1/10 for 10 pts. What is the value of the option in 0.5 years if the stock price has gone down once? 1+ decimals Submit Part 5 - Attempt 1/10 for 10 pts. What is the current value of the option? 0+ decimals Submit