Question #51 (10 points) Use a two-step binomial model to evaluate a call option on a stock with the following price projections. The current stock price is $80 and the strike price on the options is $82. The option expires in 6 months so each step is 3 months. The risk-free rate is 6%. What is the value of the call option? | 588.2 $84 $80 - $79.8 $76 $72.2