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consider two-period binomial model of a call option. the stock is currently 150 u=1.18. D=0.9. The risk-free rate 6%. The exercise price is 155. The

consider two-period binomial model of a call option. the stock is currently 150 u=1.18. D=0.9. The risk-free rate 6%. The exercise price is 155. The stock pays a dividend of 10% of the stock value in time 1. Price the American call option.

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