Question: Consider a binomial option pricing setting in which u=1.15, d=0.94, rf=1.06 and So=$15.00. What is the Binomial Option Pricing Model value of a call with

 Consider a binomial option pricing setting in which u=1.15, d=0.94, rf=1.06

Consider a binomial option pricing setting in which u=1.15, d=0.94, rf=1.06 and So=$15.00. What is the Binomial Option Pricing Model value of a call with a strike price of $16

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