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Given a stock price of $20, an exercise price of $22 and a interest rate of 10%(so R=1.1), what are the intrinsic values which will

Given a stock price of $20, an exercise price of $22 and a interest rate of 10%(so R=1.1), what are the intrinsic values which will occur for a call option in a one-period binomial option model if the stock can increase to $24 or decrease to $16 in one year? What should be the risk neutral probability of the upside state?

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