Suppose the current price of a share of stock is $100 and that it will change to either $50, $150, or $200in the future. Let $c, be the price to buy an option to buy the stock for $120 in the future 1. Set up the equations for the expected gains for buying stock and buying options if p1=P($50), p2=P($150), and p3=P($200) 2. Set the two equations in (a) equal to zero and solve forp1, p2, and p3. The solutions will be in terms of c. 3. Find the values of c for which no-arbitrage opportunity exists (for what values of c does a solution to the system exist?)