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The current price of a non-dividend-paying stock is $63.12 and you expect the stock price to either go up by a factor of 1.446 or

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The current price of a non-dividend-paying stock is $63.12 and you expect the stock price to either go up by a factor of 1.446 or down by a factor of 0.713 each period for 2 periods over the next 1 years. Each period is 0.5 years long. A European call option on the stock expires in 1 years. Its strike price is $63. The risk-free rate is 3% (annual, continuously compounded). Part 1 Attempt 5/5 for 10 pts. What is the current value of the option

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