Question: need help with this thanks Consider a binomial pricing model where the current stock price is $2 with up movement u = 2, down movement

need help with this thanks need help with this thanks Consider a binomial pricing model where the

Consider a binomial pricing model where the current stock price is $2 with up movement u = 2, down movement d = y. If the interest rate is zero,the European call option price expiring at time 3 and with a strike price of $3 is given by 70 cents 98 cents 1 dollar and 21 cents 1 dollar and 48 cents

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