Background: You should build a 15-period binomial model whose parameters are calibrated to a Black-Scholes geometric Brownian motion model with: T = 0.25 years, So = 100, r = 2%, o = 30% and a dividend yield of c = 1%. Your binomial model should use a value of u = 1.0395. ... (This has been rounded to four decimal places but you should not do any rounding in your spreadsheet calculations.) Compute the price of an American call option with strike K = 110 and maturity T = .25 years