Question: please help me solve this with no excel 8. For the two-period (each period is 6 months) binomial option pricing model, So = 50, S,

please help me solve this with no excel

8. For the two-period (each period is 6 months) binomial option pricing model, So = 50, S, = 52.5, and Sa=48.0, and the annual interest rate with semiannual compounding is 6%. Calculate the probability (p) and the stock price moving up in one time step? (a) 0.5555 (b) 0.6666 (c) 0.7777 (d) 0.8888 (e) Cannot be calculated

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