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J.s stock is currently trading at $31 a share. J's stock can either increase by a foctor of 111575 (u=111575) or decrease by a factor

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J.s stock is currently trading at $31 a share. J's stock can either increase by a foctor of 111575 (u=111575) or decrease by a factor of 1/u (d 0.89625 ) over a penod of 6 months. There is a 12 month call option on 1155 stock wath a strike price of $34.2. The 6 morth risk free tate is 2.225%. Fil in the tree below to tind the price of the call option today. - I is the call price at ench pointon the troe. - Port is the value of the nisk-free pontiolio on the tree - S is the stock price - u and d stond for up and dowh respectively - Do not use continuous compounding - Do not round intermediate colcidations J.s stock is currently trading at $31 a share. J's stock can either increase by a foctor of 111575 (u=111575) or decrease by a factor of 1/u (d 0.89625 ) over a penod of 6 months. There is a 12 month call option on 1155 stock wath a strike price of $34.2. The 6 morth risk free tate is 2.225%. Fil in the tree below to tind the price of the call option today. - I is the call price at ench pointon the troe. - Port is the value of the nisk-free pontiolio on the tree - S is the stock price - u and d stond for up and dowh respectively - Do not use continuous compounding - Do not round intermediate colcidations

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