You can buy shares of stock at $101 and sell shares at $100. You can borrow money at 5% and lend money at 3%. Next year in the up state, you can buy or sell shares of stock at $110. Next year in the...

You can buy shares of stock at $101 and sell shares at $100. You can borrow money at 5% and lend money at 3%. Next year in the up state, you can buy or sell shares of stock at $110. Next year in the down state, you can buy or sell shares of stock at $90. Suppose you see a one-year European call option with a strike price of $100. What is the possible range of no-arbitrage call option prices allowed today?