Question 15) Suppose a stock with current share price of $20 can go up or down by 20% with equal probabilities in each of the next two years (for each of the two years it can go up or down independent of previous year). You can borrow or lend at the risk-free rate 0%. There is one European call option on this stock, one with strike price $21. The call option is expiring in two years from today. Suu = $28.8 50% Su = $24 50% 50% S = $20 Sud = $19.2 50% 50% Sa = $16 50% Sad = $12.8 a) Calculate Cuu (option value two years later at state uu) (between 5 and 10 ) b)Calculate Cud (option value two years later at state ud) (between -3 and 7) Quastion 55 c) Calculate Cdd (option value two years later at state dd) (between -4 and 4) Question 56 d)Calculate Cu (option price one year later at state u) (between 5 and 5) e)Calculate Cd (option price one year later at stated) (between -5 and 5) Question 58 f)Calculate CO(option price at year zero) (between -5 and 5)