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Consider the following two period binomial tree: If the strike price is $80, the call payoffs at maturity are: Cuu=$0,Cud=$1,Cdd=$15Cuu=$9,Cud=$0,Cdd=$0Cuu=$17,Cud=$0,Cdd=$0Cuu=$0,Cud=$9,Cdd=$7
Consider the following two period binomial tree: If the strike price is $80, the call payoffs at maturity are: Cuu=$0,Cud=$1,Cdd=$15Cuu=$9,Cud=$0,Cdd=$0Cuu=$17,Cud=$0,Cdd=$0Cuu=$0,Cud=$9,Cdd=$7
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