Question 4 (25%) West's current stock price is $200. The price may rise to $230 or fall to $170 in one month. The risk-free interest rate is 18% per year. a. Using the replication portfolio approach, determine the price of a call on West's stock with an exercise price of $210 and one month maturity. b. If the stock price will either increase $50 or decrease $56 in month 2, using the risk neutral approach, calculate the price of a 2-month put option on West's stock that has an exercise price of $217