Question: Let S(0) = 50, R = 0.5%, U = 30% and D = 1%. Find m and the price C(0) of a European call option

Let S(0) = 50, R = 0.5%, U = 30% and D = 1%. Find m and the price C(0) of a European call option with strike price K = 60 to be exercised after N = 50 steps.

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