Question: 6. Consider a binomial option pricing setting in which u=1.15, d=0.94, rf=1.06 and So=$15.00. What is the Binomial Option Pricing Model value of a

6. Consider a binomial option pricing setting in which u=1.15, d=0.94, rf=1.06 and So=$15.00. What is the Binomial Option Pricing Model value of a call with a strike price of $16?

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