For an American call option on a stock, you are given: (i) The stock's price is 52 (ii) The stock's continuous dividend rate is 10% (iii) The option expires in 6 months (iv) The strike price is 53 (v) The continuously compounded risk-free interest rate is 3%. The option is modeled with a 2-period binomial tree in which u=1.3,d=0.8. Determine the call premium. Select one: A. 5.54027 B. 6.33476 C. 3.45443 D. 7.99067 E. 4.55787 For an American call option on a stock, you are given: (i) The stock's price is 52 (ii) The stock's continuous dividend rate is 10% (iii) The option expires in 6 months (iv) The strike price is 53 (v) The continuously compounded risk-free interest rate is 3%. The option is modeled with a 2-period binomial tree in which u=1.3,d=0.8. Determine the call premium. Select one: A. 5.54027 B. 6.33476 C. 3.45443 D. 7.99067 E. 4.55787