Question: 2. (Pricing Call Options) Consider a 1-period binomial model with R = 1.05, S, = 50, & = 1/d = 1.08. What is the value

2. (Pricing Call Options) Consider a 1-period binomial model with R = 1.05, S, = 50, & = 1/d = 1.08. What is the value of a European call option on the stock with strike A = 52, assuming that the stock does not pay dividends? Please submit your answer rounded to two decimal places. So for example, if your answer is 5.489 then you should submit an answer of 5.48 or 5.49

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