Question 6 (1 point) Consider a two-period at-the money call option written on a $10 stock that can go up or down 20 percent each period when the risk-free rate is 2 percent. That is, At t=0, stock value is SO =$10. At t=1, stock value is either Su=$12 (up) or Sd=$8 (down). At t=2, stock value is Suu=$14.4 (up-up), Sud=$9.6 (up-down), or Sdd=$6.4 (down- down). What is the risk neutral probability? O 1.0 0.55 0.95 0.75