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A stock is priced at $100 per share. An investor hoping to price a call option using the two-stage binomial model estimates u to be

A stock is priced at $100 per share. An investor hoping to price a call option using the two-stage binomial model estimates u to be 1.2 and d to be 0.9. Compute the three possible stock prices.

Please solve with the hedging formula H = (Cu - Cd)/(uS0-dS0) and show work pls

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