21.5. Future prices of a stock are modeled by a 3-period binomial tree, with each period being 4 months. (i) The tree is constructed based on forward prices. (ii) The stock price is 50. (iii) The continuously compounded risk-free interest rate is 0.03. (iv) The stock pays dividends proportional to its price at a continuous rate of 0.06. (v) 0 = 0.3. A European call option on the stock expiring in one year has strike price 60. Determine the price of the call option. 21.5. Future prices of a stock are modeled by a 3-period binomial tree, with each period being 4 months. (i) The tree is constructed based on forward prices. (ii) The stock price is 50. (iii) The continuously compounded risk-free interest rate is 0.03. (iv) The stock pays dividends proportional to its price at a continuous rate of 0.06. (v) 0 = 0.3. A European call option on the stock expiring in one year has strike price 60. Determine the price of the call option