IT IS ABOUT MATHEMATICS OF FINANCIAL DERIVATIVES.Thank you..

Let A(0) = 100, A(1) = 110, S(0) = 100 dollars (120 with probability P. S(1) = 80 with probability 9. Compute the price C(O) of a call option with strike price $100 and exercise time 1 if a) A(1) = 105 dollars, b) A(1) = 115 dollars. Let A(0) = 100, A(1) = 110, S(0) = 100 dollars (120 with probability P. S(1) = 80 with probability 9. Compute the price C(O) of a call option with strike price $100 and exercise time 1 if a) A(1) = 105 dollars, b) A(1) = 115 dollars