Question: Use a binomial lattice with the following attributes to value a European call option. Current underlying asset value of 60 Exercise price of 60 Volatility

Use a binomial lattice with the following attributes to value a European call option.
Current underlying asset value of 60
Exercise price of 60
Volatility of 30%
Risk-free rate of 5%
Time to expiration equal to 18 months
A two-period lattice

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