Intro The current price of a non-dividend-paying stock is $59.19 and you expect the stock price to either go up by a factor of 1.094 or down by a factor of 0.914 over the next 0.2 years. A European call option on the stock expires in 0.2 years. Its strike price is $59. The risk-free rate is 6% (annual, continuously compounded). Part 1 Attempt 1/3 for 10 pts. What is the option exercise value if the stock price goes up? What is the risk-neutral probability of an up movement? Part 3 What is the value of the option