Question: Please show how to get the answer 1.) Prices for a stock are modeled by a one-period binomial tree with u = 1.35 and d

Please show how to get the answer

1.) Prices for a stock are modeled by a one-period binomial tree with u = 1.35 and d = 0.6. The period for the tree is 8 months. The current price of the stock is 150. The premium for a 138-strike, 8-month European call on this stock is 34.74. The continuously compounded expected yield for this call is 18.69%. Find the probability of an up move.

The answer was 61%

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