Problem 2 Intro The current price of a non-dividend-paying stock is $17.29 and you expect the stock price to either go up by a factor of 1.327 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 $17 and expires in 0.5 years. The risk-free rate is 8% (annual, continuously compounded). Attempt 1/8 for 10 pts. Part 1 What is the value of the option? + decimals Submit