Question: Based on the following information: S 0 = $ 35.0 X = $ 32.0 U = 1.4 D = 0.8 T = 0.5 R =

Based on the following information:

S0 = $ 35.0

X = $ 32.0

U = 1.4

D = 0.8

T = 0.5

R = 5.0%

Use a one-period binomial model to find the price of a European Call Option - Please show all work.

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