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(1 point) For all problems in this section, use the binomial tree model. Unless otherwise stated, assume no arbitrage. A stock is currently priced at $45.00. The risk free rate is 4.7% per annum with continuous compounding. In 5 months, its price will be $50.85 with probability 0.58 or $39.15 with probability 0.42. Using the binomial tree model, compute the present value of your expected profit if you buy a 5 month European call with strike price $47.00. Recall that profit can be negative