Let A(t) be the value of a risk-free asset at time t and S(t) be the value of a risky asset at time t. Additionally let A(0)=100,A(1)=102,S(0)=10 and S(1)={128withprobability0.6withprobability0.4 Let C(t) be the value at time t of a call option with strike price of K=$10. Determine the the expected value of the return of the option, E(KC), and the standard deviation of the return of the option, C. Let A(t) be the value of a risk-free asset at time t and S(t) be the value of a risky asset at time t. Additionally let A(0)=100,A(1)=102,S(0)=10 and S(1)={128withprobability0.6withprobability0.4 Let C(t) be the value at time t of a call option with strike price of K=$10. Determine the the expected value of the return of the option, E(KC), and the standard deviation of the return of the option, C