34.41 Question 48 (1 point) Saved Consider a two-period binomial model in which the underlying stock is currently trading at $30 and can go up 14 per cent or down 11 per cent each period. The risk free rate is 3 per cent fer period. Each period is one year. What is the value of a European call option expiring in two periods with an exercise price of 30? $2.86 $3.01 $3.55 $5.08 Question 49 (1 point) Saved Which of the following describes the five-year swap rate? The fixed rate of interest which a swap market maker is prepared to pay in exchange for LIBOR on a 5-year swap TL. Fedtfitabib un marcot malcor ir nranarod to roccino in