You are now analyzing a call option for Airbus's stock, which is currently priced at $213 per share (stock price). The option's exercise price is $214. The option has a three-month time to maturity. the 3-month risk-free rate is 1.0% and the market return is expected to be 9.87%. You expect the following possible stock prices in three months ( $170 or $227 ). What is the value of the option today based on the risk-neutral probability method? Round to the nearest 0.01 Question 14 0 pts Don't worry if this gets graded as "wrong" by Canvas - I need to look at it manually. Just fill in the numbers you used for each calculation you did for the question above (and the answers that you found) UpChange = DownChange = // I =