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The stock price is currently $80. The price multiplier if stock price goes up is 1.15 (i.e. U-1.15). The value of a two-period call option

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The stock price is currently $80. The price multiplier if stock price goes up is 1.15 (i.e. U-1.15). The value of a two-period call option with an exercise price of $62 and the risk-free rate is 4% is: 1) $16.35 2) $18.32 3) $20.18 4) $22.99 5) $24.61 The stock price is currently $80. The price multiplier if stock price goes up is 1.15 (i.e. U-1.15). The value of a two-period call option with an exercise price of $62 and the risk-free rate is 4% is: 1) $16.35 2) $18.32 3) $20.18 4) $22.99 5) $24.61

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