Price the following European call option using tree method: At each node: Upper value = Stock Price Lower value = Option Price Strike price = 100 Discount factor per step = 1.0000 (interest rate is 0%) Time step, dt = 0.0714 years, 26.07 days Probability of up move, p = 0.4866 Up step size, u = 1.0549 (S_up = S*u) Down step size, d = 0.9480 (S_down = 5 * d) 100 Stock Price Op Price Node Time: 0.0000 0.0714 0.1429 0.2143 0.2857 0.3571 0.4286 0.5000 Price the following European call option using tree method: At each node: Upper value = Stock Price Lower value = Option Price Strike price = 100 Discount factor per step = 1.0000 (interest rate is 0%) Time step, dt = 0.0714 years, 26.07 days Probability of up move, p = 0.4866 Up step size, u = 1.0549 (S_up = S*u) Down step size, d = 0.9480 (S_down = 5 * d) 100 Stock Price Op Price Node Time: 0.0000 0.0714 0.1429 0.2143 0.2857 0.3571 0.4286 0.5000