Consider a European call option on a stock, with a $45 strike and 1 year to expiration. The stock does not pay dividends, and its current price is $42. Suppose the volatility of the stock is 30%. The continuously compounded risk-free interest rate is 6%. S=42,r=0.06,d=0,s=0.30, and h=1 Ask: Calculate the final stock prices uS and dS. Show the worked solution in either Excel or word. (See the example on the slides 20-21)