Suppose that, in each period, the cost of a security either goes up by a factor of u = 2 or goes down by a factor of d = 1/2. If the initial price of the security is $100, determine the no-arbitrage cost of a call option to purchase the security at the end of two periods for a price of $150. Suppose that, in each period, the cost of a security either goes up by a factor of u = 2 or goes down by a factor of d = 1/2. If the initial price of the security is $100, determine the no-arbitrage cost of a call option to purchase the security at the end of two periods for a price of $150