(20 pts) Let S(0) = 60 dollars, r = 0.45%, u = 0.01 and d= -0.01. Find m, 2(1) in the Cox-Ross Rubinstein Formula formula, and the time 0 price CF of a European call option with strike X = 62 dollars to be exercised after N = 50 time steps. (20 pts) Let S(0) = 60 dollars, r = 0.45%, u = 0.01 and d= -0.01. Find m, 2(1) in the Cox-Ross Rubinstein Formula formula, and the time 0 price CF of a European call option with strike X = 62 dollars to be exercised after N = 50 time steps