Suppose that today's price of ABC stock is $88 and it is known that price moves up or down by a single multiple of 'u' and 'd' respectively in six-months. A riskless portfolio is comprising of delta stocks of ABC and a 1-year CALL option on ABC stock with a strike price of $102. Finally, risk-free rate is 12% per annum and the annual variance of the underlying stock prices is 36%. What will be the option price at Node A? Suppose that today's price of ABC stock is $88 and it is known that price moves up or down by a single multiple of 'u' and 'd' respectively in six-months. A riskless portfolio is comprising of delta stocks of ABC and a 1-year CALL option on ABC stock with a strike price of $102. Finally, risk-free rate is 12% per annum and the annual variance of the underlying stock prices is 36%. What will be the option price at Node A