Intro The current price of a non-dividend-paying stock is $29.1 and you expect the stock price to either go up by a factor of 1.19 or down by a factor of 0.859 each period for 2 periods over the next 0.6 years. Each period is 0.3 years long. A European call option on the stock has a strike price of $29 and expires in 0.6 years. The risk-free rate is 4% (annual, continuously compounded). Part 1 1 Attempt 0/1 for 10 pts. What is the option payoff in 0.6 years if the stock price has gone up twice in a row? 0+ decimals Part 2 Attempt 0/1 for 10 pts. What is the value of the option in 0.3 years if the stock price has gone up once? 1+ decimals Part 3 - Attempt 0/1 for 10 pts. What is the value of the option in 0.3 years if the stock price has gone down once? 2+ decimals Attempt 0/1 for 10 pts. Part 4 What is the current value of the option? 1+ decimals