For the two-period (each period is 6 months) binomial option pricing model, So=75, and the standard deviation is 5.56%. The risk-free interest rate is 3%. Calculate the probability (p) and the stock price moving up in one-time step? 0.7777 0.5555 0.8750 0.6666 Question 7 10 pts For the previous problem, what is the value of a call option with strike price $75, and time-to-maturity => year. $2.55 $2.83 $1.89 None of the above For the two-period (each period is 6 months) binomial option pricing model, So=75, and the standard deviation is 5.56%. The risk-free interest rate is 3%. Calculate the probability (p) and the stock price moving up in one-time step? 0.7777 0.5555 0.8750 0.6666 Question 7 10 pts For the previous problem, what is the value of a call option with strike price $75, and time-to-maturity => year. $2.55 $2.83 $1.89 None of the above