Question: Call Options Consider a 1period binomial model with R : 1.02, 80 : 100,21. : l/d : 1.05. Compute the value of a European call

 Call Options Consider a 1period binomial model with R : 1.02,

80 : 100,21. : l/d : 1.05. Compute the value of a

Call Options Consider a 1period binomial model with R : 1.02, 80 : 100,21. : l/d : 1.05. Compute the value of a European call option on the stock with strike K : 102. The stock does not pay dividends. Please submit your answer rounded to two decimal places. For example, if your answer is 3.4567 then you should submit an answer of 3.46

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