Question: For the parameters given below (Relative annual standard deviation) = 25% Mo (Current market price) = $40 S (strike price) = $45 If (Risk-free annual

For the parameters given below (Relative annual standard deviation) = 25%

For the parameters given below (Relative annual standard deviation) = 25% Mo (Current market price) = $40 S (strike price) = $45 If (Risk-free annual interest rate) = 5% t = 0.25 Determine the value of the European call option (Please show the calculations on the lattice form)

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