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JJ's stock is currently trading at $40.5 a share. JJ's stock can either increase by a factor of 1.1727 ( u=1.1727 ) or decrease by

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JJ's stock is currently trading at $40.5 a share. JJ's stock can either increase by a factor of 1.1727 ( u=1.1727 ) or decrease by a factor of 1/u(d=0.85273 ) over a period of 6 months. There is a 12 month call option on JJ's stock with a strike price of $48.1. The 6 month risk free rate is 2.591%. Fill in the tree below to find the price of the call option today. - f is the call price at each point on the tree. - Port is the value of the risk-free portfolio on the tree - S is the stock price - u and d stand for up and down respectively - Do not use continuous compounding - Do not round intermediate calculations JJ's stock is currently trading at $40.5 a share. JJ's stock can either increase by a factor of 1.1727 ( u=1.1727 ) or decrease by a factor of 1/u(d=0.85273 ) over a period of 6 months. There is a 12 month call option on JJ's stock with a strike price of $48.1. The 6 month risk free rate is 2.591%. Fill in the tree below to find the price of the call option today. - f is the call price at each point on the tree. - Port is the value of the risk-free portfolio on the tree - S is the stock price - u and d stand for up and down respectively - Do not use continuous compounding - Do not round intermediate calculations

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