Question 12 (2 points) Investor is analyzing a call option with an Exercise price of $40 and the current stock price of the underlying asset is $35. The risk free rate is 35%. In a year the stock price will either be 20% up or 20% down. What is the call option price? Round the call option price to two decimals (e.g. 22.05) and the unit is (\$). Your Answer: Answer units