Question: Let S - $45,8% (continuously compounded), 6-5%, 0-40%, T - 2. In this situation, the appropriate values of u and d are 1.53726 and 0.69073,

Let S - $45,8% (continuously compounded), 6-5%, 0-40%, T - 2. In this situation, the appropriate values of u and d are 1.53726 and 0.69073, respectively. Using a 2-step binomial tree, calculate the value of a $35-strike European call option a $15.025 b. $16.518 O $16.276 Od $17.632 e. $15.278 Let S - $45,8% (continuously compounded), 6-5%, 0-40%, T - 2. In this situation, the appropriate values of u and d are 1.53726 and 0.69073, respectively. Using a 2-step binomial tree, calculate the value of a $35-strike European call option a $15.025 b. $16.518 O $16.276 Od $17.632 e. $15.278

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