The stock price of XYZ, Inc. will either rise by 35% or fall by 15% over the next three months. The current price of XYZ is $100 a share. The three-month risk-free interest rate is 2%. Note that there is only "one change" in the stock price over the next three months. 

a) Calculate the value of a three-month call option using the replicating portfolio method. The exercise price is $100.

b) Calculate the value of the call option (from part a)) using the risk-neutral method.