You are now analyzing a call option for Airbus's stock, which is currently priced at $220 per share (stock price). The option's exercise price is $210. The option has a three-month time to maturity, the 3-month risk-free rate is 0.7% and the market return is expected to be 5.35%. You expect the following possible stock prices in three months ( $172 or $226 ). What is the value of the option today based on the risk-neutral probability method? Round to the nearest 0.01 . numbers you used for each calculation you did for the question above (and the answers that you found) UpChange= DownChange =1 )/1 ) = Pu= // 1=