300 TS Time left: 0:58:58 & Aidar Soralin Question 11 of 25 Investor wants to value a call option with a one-period binomial option pricing model. It is a non- dividend-paying stock, and the inputs are as follows. The current stock price is 20, and the call option exer ce is 20. In one period, the stock price will either rise to 30 or a uto 10 The risk-free rate of return is 5% per period. A) 5.24 B) 0.95 C) 5.50 Previous Next MacBook Pro