Assume the annual continuously compounded rate is 10%, the annual standard deviation of stock returns is 0.30 (i.e., 30%), and the Time-to-Maturity is 1 year. The current stock price is $100. What is the value of an option that pays $1 if the stock price at maturity falls within the range $50 to $150, and 0 otherwise. Use the Binomial Option Pricing Model for N (the number of periods) = 7. Please share a clear looking excel, it is very hard to guess what you are talking about?