Prices for a non-dividend paying stock are modelled with a 1-period binomial tree with u = 1.2, d = 0.7, and a period of 3 months. A European call option on the stock expires in 3 months. You are given: The stock's initial price is 50. The strike price for the call option is 75. The price of the call option is 3.10. Determine the continuously-compounded risk-free interest rate. Prices for a non-dividend paying stock are modelled with a 1-period binomial tree with u = 1.2, d = 0.7, and a period of 3 months. A European call option on the stock expires in 3 months. You are given: The stock's initial price is 50. The strike price for the call option is 75. The price of the call option is 3.10. Determine the continuously-compounded risk-free interest rate