A stock price is currently $40. Over each of the next two six-month periods (two step binomial trees) it is expected to go up %20 or down by 20%. The risk free interest rate is 84 per annum with continuous compounding. What is the value of a one year European call option with a strike price of $427 (e=2.71) Your answer: 2.56 2.92 o o 5.22 3.40 o 4.54 Clear answer Pause test Submit Show all 93.jpg 3:13 PM 1/25/2021 E 90 ENG O Type here to search