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Shares in Thompson plc currently trade at 5.20 in the cash market and 5.40 in the 12 month forward market. What is the risk-neutral probability

Shares in Thompson plc currently trade at 5.20 in the cash market and 5.40 in the 12 month forward market. What is the risk-neutral probability (to the nearest percent) of the share price being 5.80 in 12 months' time if the only two possible values the share price can take at that point in time are 5.80 and 5.10? a) 14% b) 27% c) 43% d) 52%

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