Question 2 10 pts 2. You are given the following information for a two-step binomial tree model for a given stock: The current price of the stock S = $100 Each time step in the tree is one year During each time step the stock price either rises to S xu or falls to S x d, where u = eto d=e-o The volatility o = ln(2) The stock pays no dividends The continuously compounded annual risk-free interest rate is zero Using the binomial options pricing model, compute the value of a 2-year European call option on this stock with strike price $10. Please round your answer to the nearest integer