Question: You are given the following information: ( use continuous compounding ) . Current stock price $ 1 0 0 Strike price $ 1 0 0

You are given the following information: (use continuous compounding). Current stock price $100 Strike price $100 Annual Volatility (\sigma )25% Annual Risk-Free rate 5% Time to maturity 3 months (0.25 years) Time step (\Delta t)1 month (1/12 years) Up parameter (U) e^sigmasqrt\Delta t Down parameter (D)1/U Compute the current value of a European call option.
Could you show me this in an excel format?

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