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Consider a European call option on a stock, with a $11 strike and 1-year to expiration. The stock has a continuous dividend yield of 0%, and its current price is $50. Suppose the volatility of the stock is 23%. The continuously compounded risk-free interest rate is 10%. Use a one-period binomial tree to calculate the following: Now, suppose that the continuously compounded return is =16%. Find the following: (a) The true probability of the stock going up. (b) The actual expected payoff of the option. (c) The appropriate per-period discount rate . (A) 0.60 (B) 0.56 (C) 0.64 (D) 0.62 (E) 0.58 (a): Part (a) choices. (A) 43.68 (B) 44.68 (C) 47.68 (D) 46.68 (E) 45.68 (b): Part (b) choices. (A) 0.21 (B) 0.23 (C) 0.19 (D) 0.17 (E) 0.15 (c): Part (c) choices. Consider a European call option on a stock, with a $11 strike and 1-year to expiration. The stock has a continuous dividend yield of 0%, and its current price is $50. Suppose the volatility of the stock is 23%. The continuously compounded risk-free interest rate is 10%. Use a one-period binomial tree to calculate the following: Now, suppose that the continuously compounded return is =16%. Find the following: (a) The true probability of the stock going up. (b) The actual expected payoff of the option. (c) The appropriate per-period discount rate . (A) 0.60 (B) 0.56 (C) 0.64 (D) 0.62 (E) 0.58 (a): Part (a) choices. (A) 43.68 (B) 44.68 (C) 47.68 (D) 46.68 (E) 45.68 (b): Part (b) choices. (A) 0.21 (B) 0.23 (C) 0.19 (D) 0.17 (E) 0.15 (c): Part (c) choices