Question: Use the two-state call-option value in this problem. So $100; X = $130; the two possibilities for ST are $150 and $80. The risk-free interest

 Use the two-state call-option value in this problem. So $100; X

Use the two-state call-option value in this problem. So $100; X = $130; the two possibilities for ST are $150 and $80. The risk-free interest rate is 6 percent. The price of the call option is A) $7.01 B) $6.50 C) $9.25 D$8.60

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