Question: Please show how to work out the problem in Excel. Suppose that we have a stock that is priced at $125 and has a delta

Please show how to work out the problem in Excel.

Suppose that we have a stock that is priced at $125 and has a delta of 2/8. The risk free rate is 1%. The stock up factor is 1.12. And the value of the call option in the up state is $8.

What is the price of this call?

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