QUESTION 21 4p Currently, a call option on Bayou stock is available with an exercise price of $100 and an expiration date one year from now. Assume that the price of Bayou Corporation stock today is $100. Furthermore, it is estimated that Bayou stock will be selling for either $67 or $141 in one year Also, assume that the annual risk-free interest rate on a one-year Treasury bill is 10 percent, continuously compounded Therefore, the bill will pay 510040.1). $110.25 Find the call option premium using the Binomial model. For example, if you find that the call option premium is 12.45 type this number in the box below