We have a 2-state, 2-period world (i.e. t = 0, 1, 2). The current stock price is 100 and the risk-free rate each period is 2%. Each period the stock can either go up by 10% or down by 10%. A European call option on this stock with an exercise price of 100 expires at the end of the second period. What are the values of the calls at t =1? (closest answer) 17.16, 13.03 27.33, 8.95 24.29, 6.43 O 12.35, 0 32.42, 11.54