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Calculate the value of a two-period call option on a stock that has an exercise price of $110. The stock is currently valued at $100.

Calculate the value of a two-period call option on a stock that has an exercise price of $110. The stock is currently valued at $100. If the stock goes up, it will go up 25%. If the stock goes down, it will go down 10%. Assume a risk free rate of 4%. (Binomial Tree)

What is the value of the call today?

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