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A stock will pay a dividend D att tp to the stock price no longer includes this non-random component. To apply the binomial tree method, we construct a binomial tree for the random component S of the stock. Then we construct a binomial tree for the stock S by adding the non-random component to the tree for S. Finally we construct the call option values, based upon the binomial tree of stock values by working back from t =T. Let So = 86.5 stock price at t = 0 K = 90 strike price for call option T 0.0175 risk-free interest rate o 0.21 volatility D=0.56 value of dividend (dollars) tp = 0.125 time dividend is paid (years ex-date") T-0.166667 expiration time (years) M= 2 number of subintervals of time for binomial trees 0.160007 time increment Let 5 model the "random" part. Then s(e) = (sve ) 560 s(t) - De (D) 0 to the stock price no longer includes this non-random component. To apply the binomial tree method, we construct a binomial tree for the random component S of the stock. Then we construct a binomial tree for the stock S by adding the non-random component to the tree for S. Finally we construct the call option values, based upon the binomial tree of stock values by working back from t =T. Let So = 86.5 stock price at t = 0 K = 90 strike price for call option T 0.0175 risk-free interest rate o 0.21 volatility D=0.56 value of dividend (dollars) tp = 0.125 time dividend is paid (years ex-date") T-0.166667 expiration time (years) M= 2 number of subintervals of time for binomial trees 0.160007 time increment Let 5 model the "random" part. Then s(e) = (sve ) 560 s(t) - De (D) 0