Question: A stock today is worth $10, and will be either $15 or $5 in 6 months. The risk-free rate is 5% per annum. What

A stock today is worth $10, and will be either $15 or $5 in 6 months. The risk-free rate is 5% per annum. What is the price today of an option expiring in 6 months if the option pays the square of the stock price, i.e. S,??

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