Question 6 4 pts The current price of a non-dividend paying stock is $30. Use a two-step tree to value a European call option on the stock with a strike price of $32 that expires in 6 months. The risk-free rate is 8%. What is the volatility of the stock if u = 1.1? 20.06% 19.06% 21.06% Cannot determine. Question 6 4 pts The current price of a non-dividend paying stock is $30. Use a two-step tree to value a European call option on the stock with a strike price of $32 that expires in 6 months. The risk-free rate is 8%. What is the volatility of the stock if u = 1.1? 20.06% 19.06% 21.06% Cannot determine