Let S(0) be 100 and S(1) (i.e., the value or stock an the end of year) takes three values 120 , 100 and 90 with probabilities 0.3,0.3 and 0.4 repectively. Let tthe continuous risk free rate r be 3.85% per annum. Further let the price of European call with maturity one year on this stock with the strike price Rs 105 be Rs 5 . Find the price of European call with the strike Let S(0) be 100 and S(1) (i.e., the value or stock an the end of year) takes three values 120 , 100 and 90 with probabilities 0.3,0.3 and 0.4 repectively. Let tthe continuous risk free rate r be 3.85% per annum. Further let the price of European call with maturity one year on this stock with the strike price Rs 105 be Rs 5 . Find the price of European call with the strike