Question: Complete a three-step binomial tree to price the options outlined below. Use the information provided to find the values for: a European Call Option Provide

Complete a three-step binomial tree to price the options outlined below. Use the information provided to find the values for:

a European Call Option

Provide examples of your math / setup with your answer:

Stock Price = $80, Strike Price = $83, Volatility =0.3, Maturity = 9 months, (each step in the tree = 0.25), interest rate =0.025

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