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Intro The current price of a non-dividend-paying stock is $62.24 and you expect the stock price to either go up by a factor of 1.33

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Intro The current price of a non-dividend-paying stock is $62.24 and you expect the stock price to either go up by a factor of 1.33 or down by a factor of 0.754 over the next 0.5 years. A European call option on the stock has a strike price of $62 and expires in 0.5 years. The risk-free rate is 4% (annual, continuously compounded). 1 Attempt 1/1 for 10 pts Part 1 What is the option payoff if the stock price goes up? 0+ decimals Submit | Attempt 1/1 for 10 pts. Part 2 What is the risk-neutral probability of an up movement? 2+decimals Submit Attempt 1/1 for 10 pts. Part 3 What is the value of the option? 1+ decimals Submit

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