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A 3-month European call option on a stock is modeled with a 1-period binomial tree with u=1.1, d=0.9. You are given the following to determine

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A 3-month European call option on a stock is modeled with a 1-period binomial tree with u=1.1, d=0.9. You are given the following to determine the risk-free rate. (a) The stock price is 30. (b) The strike price is 30. (c) The stock pays no dividends. (d) The call premium is 1.80. (e) o =0.25

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