The price of jet fuel is currently $ 95 and may rise to $ 114.98 or fall to $ 78.49 over the next six months. Risk-free half-year interest rate is 2%. You are considering buying options on jet fuel with an exercise price of $ 100. a) What is the price of such call options? Divide the half-year period into two equally long periods. Continue to use the binomial option pricing model. Assume that the annual standard deviation is the same as that which underlies the high and low price above. b) What will now be the price of such call options? c) What will be the price of the call options if you use Black-Scholes?