Question: Price the following using a binomial tree. Using 2 scenarios: - a dividend 1 year from today of $10.00 and a dividend 1 year from

Price the following using a binomial tree. Using 2 scenarios: - a dividend 1 year from today of $10.00 and a dividend 1 year from today at $2.00. The current stock price is 100. The option has an expiration of 2 years. Let's assume that the pseudo-probability of upside on a yearly basis is. 5 and thus the pseudo-probability of the downside is also. 5. The upside factor is 1.1 and the downside factor is. 95. The yearly interest rate is 3%. Value the call today under the 2 different scenarios. Stock Price

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