QUESTION 28 The spot price of Asset X is 10 at t=0 and it has the potential to go up by 50% in the next 3-months or down by 50%. Using the 1-step Binomial Pricing Model, a call option on Asset X with a strike price of 5.00 and a continuously compounded interest rate of 5%, will be valued at O A. 5.73 at t=0. O B. 2.63 at t=0. OC. 5.06 at t=0 OD. 3.73 at t=0