(3 pts) Create a two-time-interval binomial lattice to find the value of a Euro call option. Keep 3 places to the right of the decimal point in your calculations. Let So = 86.5 stock price at t 0 K = 90 strike price for call option r = 0.0175 nsk-free interest rate = 0.21 volatility T 0.166667 expiration time (years) An Euro call option on the stock will expire at t = T. Approximate the value of the option by using the binomial tree method with two time intervals, each of duration Between time t i = 1M and ti +1, a value S, will increase to SH =with probability p, or decrease to SidS with probability 1 - pwhere / = u = c",a = 1.0625,e-o,a = 0.941 176. p = (err-d)/(u-d) = 0.496884. (3 pts) Create a two-time-interval binomial lattice to find the value of a Euro call option. Keep 3 places to the right of the decimal point in your calculations. Let So = 86.5 stock price at t 0 K = 90 strike price for call option r = 0.0175 nsk-free interest rate = 0.21 volatility T 0.166667 expiration time (years) An Euro call option on the stock will expire at t = T. Approximate the value of the option by using the binomial tree method with two time intervals, each of duration Between time t i = 1M and ti +1, a value S, will increase to SH =with probability p, or decrease to SidS with probability 1 - pwhere / = u = c",a = 1.0625,e-o,a = 0.941 176. p = (err-d)/(u-d) = 0.496884