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Intro The current price of a non-dividend-paying stock is $1,339 and you expect the stock price to either go up by a factor of 1.149 or down by a factor of 0.892 each period for 2 periods over the next 0.8 years. Each period is 0.4 years long. A European call option on the stock has a strike price of $1,339 and expires in 0.8 years. The risk-free rate is 3% (annual, continuously compounded). Attempt 1/5 for 10 pts. Part 1 What is the risk-neutral probability of an up movement? 3+ decimals Submit Part 2 - Attempt 1/5 for 10 pts. What is the option payoff in 0.8 years if the stock price went up twice in a row? 0+ decimals Submit Part 3 | Attempt 1/5 for 10 pts. What is the value of the option in 0.4 years if the stock price has gone up once? 0+ decimals Submit Part 4 - Attempt 1/5 for 10 pts. What is the value of the option in 0.4 years if the stock price has gone down once? 1+ decimals Submit Attempt 1/5 for 10 pts. Part 5 What is the current value of the option? 0+ decimals Submit