Consider three trading dates t = 0;1;2 and a commodity with price at time 0 equal to
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Consider three trading dates t = 0;1;2 and a commodity with price at time 0 equal to $45. Given the interest rate is 3%, the strike price is $50 and u = 1:1 and d = 0:97, determine the European call option price through the binomial model.
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