Suppose that a stock is paying dividends at a rate of q = 1%, has a current price of $75 and annual volatility of 15%. For a risk-free rate of 4% per annum, and using 100-period CRR tree, compute the current price of a 3-month European call on this stock with a strike price of $77. Suppose that a stock is paying dividends at a rate of q = 1%, has a current price of $75 and annual volatility of 15%. For a risk-free rate of 4% per annum, and using 100-period CRR tree, compute the current price of a 3-month European call on this stock with a strike price of $77