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Using the following information in a one-step model find out the call option price at t=0. S0 = $50. u = 1.10 and d =

Using the following information in a one-step model find out the call option price at t=0.

S0 = $50. u = 1.10 and d = 0.90. K = $51. T = 2 months. rf = 2.5% (annual)

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