BAB is a non dividend paying stock whose current price is $60, volatility is 20% Over each of the next two 6 month periods the stock price is expected to go up by 10% or down by 10% . The risk free interest rate is 8% per annum with continuous compounding for all maturities. There is European call option which has a strike price of $62 and expires in 12 months. use a 2 step binomial tree to calculate the value of European call option ( show step by step working) use the black Scholes-merton model to calculate the value of this European call option give d1 and d2 with 4 decimal places and interlope