Question For a non-dividend paying stock, you are given: i) the movement of the stock price is given by the following binomial model: Sa = 16 Sud = 19.2 Sad 10.24 ii) The length of each period is 1 year iii) The continuously compounded risk-free interest rate is 5% Calculate the price of a 2-year 30-strike American call on the stock Question For a non-dividend paying stock, you are given: i) the movement of the stock price is given by the following binomial model: Sa = 16 Sud = 19.2 Sad 10.24 ii) The length of each period is 1 year iii) The continuously compounded risk-free interest rate is 5% Calculate the price of a 2-year 30-strike American call on the stock