Using the information on Harbin Manufacturing in Problem 19, answer the following a Using the risk neutral probabilities, what is the value of a one year call option on Harbin stock with a strike price of $25 b What is the expected return of the call option c Using the risk neutral probabilities, what is the value of a one year put option on Harbin stock with a strike price of $25 d What is the expected return of the put option

Question: Using the information on Harbin Manufacturing in Problem 19, answer the following: a. Using the risk-neutral probabilities, what is the value of a one-year call

Using the information on Harbin Manufacturing in Problem 19, answer the following:
a. Using the risk-neutral probabilities, what is the value of a one-year call option on Harbin stock with a of $25?
b. What is the of the call option?
c. Using the risk-neutral probabilities, what is the value of a one-year put option on Harbin stock with a of $25?
d. What is the of the put option?

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