Question: Please solve by hand only Consider the following binomial option pricing problem involving a call. This call has two periods to go before expiring. Its

Please solve by hand only

Please solve by hand only Consider the following binomial option pricing problem

Consider the following binomial option pricing problem involving a call. This call has two periods to go before expiring. Its stock price is $65, and its exercise price is $60. The risk-free rate is 0.05%, the value of u is 1.20, and the value of the d is 95. Construct the 2-period binomial tree model and find the value of the European call premium

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