Suppose that the current price of Up or Down Inc. (UD) is $90 a share. UD is an unusual company: in two years, its stock price can be only one of two values. If things go well for the company (let's call it the **Up" state of the world), the price will go up to $120, and if things go poorly (let's call this the "Down" state), the price will fall to $70. The continuously compounded risk-free rate is 1% per year. You are considering two investments: i) A seemingly bizarre portfolio that buys 0.6 shares of the stock and short-sells 0.42 units of a two-year risk-free zero-coupon bond with a face value of $100. ii) An at-the-money (X=890) call option with two years left to expiration. How much will the first investment be worth in two years if the Up state of the world occurs? How much will it be worth if the Down state occurs