. - The stock's price S is $50. After three months, it either goes up by the factor U = 1.16038286 or it goes down by the factor D = 0.85963276. = Options mature after T = 0.25 years The continuously compounded risk-free interest rate r is 4 percent per year. = Given the above data, consider an exotic option whose payoff at expiration is given by the stock price S(1) squared less a strike price (K = $2,500) if it has a positive value, zero 2 otherwise, that is: max[S(1)2 2500, O). 0. [round your answer to two decimal places)