Consider a two-period binomial model, where each period is 6 months. Assume the stock price is $46.00, o=0.28, r=0.06 and the dividend yield is 2.0%. What is the maximum approximate strike price where early exercise would occur with an American call option at point Su? Assume that the strike price K is a whole number Consider a two-period binomial model, where each period is 6 months. Assume the stock price is $46.00, o=0.28, r=0.06 and the dividend yield is 2.0%. What is the maximum approximate strike price where early exercise would occur with an American call option at point Su? Assume that the strike price K is a whole number