Q27. Please show excel formula.

Problem 27 You have until 7:20 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $73.14 and you expect the stock price to either go up by a factor of 1.21 or down by a factor of 0.846 each period for 2 periods over the next 0.4 years. Each period is 0.2 years long. A European call option on the stock expires in 0.4 years. Its strike price is $73. The risk-free rate is 6% (annual, continuously compounded). | Attempt 1/2 for 10 pts. Part 1 What is the current value of the option? 1+ decimals Submit