Suppose Westeros's stock price is currently $$24$ In the next year it will either fall by $14\%$ or rise by

$16\mathrm{.}28\%.$ What is the current value of the risk neutral probability of the up move? The call has an

exercise price of $$22$ and expiration of one year. The risk$-$free interest rate is $5\%$ per year $($this data is

also for the next two problems.$)$

$0\mathrm{.}6275$

$0\mathrm{.}5626$

$0\mathrm{.}4374$

$0\mathrm{.}5126$

What is the price of the call described above $($use the risk neutral method$)$

$1\mathrm{.}9$

$2\mathrm{.}69$

$2\mathrm{.}56$

$3\mathrm{.}53$