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Suppose that, in each period, the cost of a factor d 1/2. Assume the initial price of the security is $100 and that the interest rate r is 0. security either goes up by a factor of u = 2 or down by a a). Compute the risk neutral probabilities p (price moves up) and q = 1 -p (price moves down) for this model b). Assuming the strike price of a European call option on this security is $150, compute the possible payoffs of the call option given that the option expires in two periods. It may help to sketch diagram of the possible security price movement over two periods. a c). What is the expected value of the payoff of the call option? d). What should the no-arbitrage price of the call option be