Question: Assume that the two - period Binomial Option Pricing model holds (n = 2), with the following information (t = 1 year, S = $

Assume that the two - period Binomial Option Pricing model holds (n = 2), with the following information (t = 1 year, S = $ 40, u = 1.1, d = 0.9, K = $ 45, and r = 10%) . What is the value of this European call option?

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