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The current price of a non-dividend-paying stock is $30. Use a two-step binomial tree to value an option on the stock with a strike price of $32 that expires in 6 months. Each step is 3 months, the risk-free rate is 8% per annum with continuous compounding, and the parameters u = 1.1 and d = 0.9. What is the risk-neutral probability of an up move? What is the value of a European call option? What is the value of a European put option