uestion 1 33 points Sex As a financial analyst at Citibank Derivative Trading desk, you have collected data for power option A power call option pays off (max(St-X, 0)2 at time t, where St is the stock price at time T and X is the extase price A stock price is currently 550 tis known that at the end of one year it will be either $66 or $54. The risk-free rate of interest with continuous compounding is 5% per annum Calculate the value of a one year power call option with an exercise price of $50 What is the delta of the option What is the risk neutral probability of prove What is the value of the option Moving to another question will save this response