Question: 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

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 1.20x, and the value of the d is .95x. Find the value of the European call premium.

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