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The current price of a non-dividend paying stock is 80. After one year, the price of the stock will either increase to X or decrease

The current price of a non-dividend paying stock is 80. After one year, the price of the stock will either increase to X or decrease to Y. (This means X > 80 and Y < 80).

A one-year call option on the stock with a strike price of 82 is 3.459.

The continuously compounded risk-free rate is 4%.

The risk-neutral probability of the stock price increasing is 0.45.

Determine X

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