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A stock model has parameters u = 2.0, d = 0.5, S0 = 16. A European call option, expiring at T = 4, has strike

A stock model has parameters u = 2.0, d = 0.5, S0 = 16. A European call option, expiring at T = 4, has strike price X = 20. The interest rate is r = 0.1. Price this option at t = 0 using the chaining method.

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