Question 15 1 pts The stock's price is $100. After three months, it either goes up and gets multiplied by the factor - 1.11. or it goes down and gets multiplied by the factor D-0.92 The continuously compounded risk-free interest rate is 3 percent per year, Today's call price is c and the put price is p.Call prices after one period are denoted by cu in the up node and is the down node. Call prices after two periods are denoted by CUD in the up, and then down node and so on. Put prices are Similarly defined Prices in dollars rounded to the nearest cent) for a European call option with strike price 100 expirine at -65 years are given by None of these answers is correct 5.89. CU - 11.75.0 -0. CUU - 24.50. CUD - 2.12. DOO 5.89, CU - 11.75.CD-0.97.CUU-2321. CUD-201, COD - 0.25 5.89c0-11.75, CD 0.97. UU-2321UD - 2.12. COD 6.00, CU - 12.16, UU - 24 61, and pero al other nodes