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Suppose that S0 = $50,d = 0.8,u = 1.25,K = $50,T = 0.25, and the annual riskfree rate is r = 5%. Find the price

Suppose that S0 = $50,d = 0.8,u = 1.25,K = $50,T = 0.25, and the annual riskfree rate is r = 5%. Find the price of the call option using the twoperiod binomial tree. What are the deltas along the tree?

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