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Use a 3 step binomial tree to value a call option.the option expires in 6 months. The interest rate is 10% annually continuously compounded. The

Use a 3 step binomial tree to value a call option.the option expires in 6 months. The interest rate is 10% annually continuously compounded. The spot price is at 100 and the option strike price is at 108. The volatility of the underlying is 20%. This is a European style option

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