= 2. CRR Binomial Model. Using the CRR model provided in Excel spreadsheet, let Ao 100, r = 4%,0 = 12%, te = 1, N = 12. (a) Calculate the price of a 1 year call option with K 100. (b) Calculate the price of same option using BSM Call Formula. (c) Calculate the price of 1 year European style option with the fol- lowing payoff at expiration: C(te) = max(0, A2(te) - 10000). = 2. CRR Binomial Model. Using the CRR model provided in Excel spreadsheet, let Ao 100, r = 4%,0 = 12%, te = 1, N = 12. (a) Calculate the price of a 1 year call option with K 100. (b) Calculate the price of same option using BSM Call Formula. (c) Calculate the price of 1 year European style option with the fol- lowing payoff at expiration: C(te) = max(0, A2(te) - 10000)