Question: Binomial Option Pricing Case 2: A non-dividend paying stock is currently priced at $53/share. In each period, the stock can move up by 12% or

Binomial Option Pricing Case 2: A non-dividend paying stock is currently priced at $53/share. In each period, the stock can move up by 12% or drop by 8% and the periodical risk-free rate is 2%. Binomial Option Pricing Case 2: In a two-period binomial tree option pricing model, a two-period European put option with a strike price of 54 is worth

	A.	4.481.
	B.	2.240.
	C.	2.196.
	D.	2.040.

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