Question: Consider a binomial lattice model for a 2-month call option with an exercise price of 200. Suppose that the share price either goes up by

Consider a binomial lattice model for a 2-month call option with an exercise price of 200. Suppose that the share price either goes up by 4% or down by 3% each month, that the risk-free continuously-compounded rate is % per month and that the current share price is also 200.

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