Question: . Assignment: One step binomial model Suppose that stock price moves up by 5% (u=1.05) and d= 1/u. The current stock price is $50. Dividend

. Assignment: One step binomial model Suppose that stock price moves up by 5% (u=1.05) and d= 1/u. The current stock price is $50. Dividend is zero. Compute the current value of a European call opti...

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