Intro The current price of a non-dividend-paying stock is $62.36 and you expect the stock price to either go up by a factor of 1.116 or down by a factor of 0.896 over the next 0.3 years. A European call option on the stock has a strike price of $62 and expires in 0.3 years. The risk-free rate is 6% (annual, continuously compounded). Attempt 2/10 for 10 pts. Part 1 I What is the option payoff if the stock price goes up? 1+ decimals Previous answers: 0.36 Submit 1 Attempt 1/10 for 10 pts. Part 2 What is the risk-neutral probability? 2+ decimals Submit I Attempt 1/10 for 10 pts. Part 3 What is the value of the option? 2+ decimals Submit