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Let S = 80, K = 95, = 0.3, r = 0.08, T = 1, and = 0. Let u = 1.3, d = 0.8,

Let S = 80, K = 95, = 0.3, r = 0.08, T = 1, and = 0. Let u = 1.3, d = 0.8, and n = 2. What is the European call option premium in this binomial tree? (a) 7.28 (b) 8.61 (c) 9.82 (d) 10.23

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