. Assume a European call option that expires in one period (n=tYear) nas ne rollowing information: Underlying asset price. S = 45 $ Exercise price, X = 50 $ . Coefficient when stock goes up, u = 1.30 Coefficient when stock goes down, d = 0.90 The risk-free rate, r = 10% Question: Find Cu, Cd, A, B and C? Time Time 1 S-85 Cu? S-45 A2 cm 15-405 cdm Cu= 14.500, Cd=0.000, A=0.558, B= 29.520, C#6.730 Cu= 14.500, Cd=0.000, A=0.523, B=- 23.413, C=5,337 Cu= 8.500, Cd=0.000, A-0.472, B= - 17.305, C=3.935 anna GO LA