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Value of a stock is currently at $40. Volatility of that stock is 30% per year and risk-free interest rate with continuous compounding is at

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Value of a stock is currently at $40. Volatility of that stock is 30% per year and risk-free interest rate with continuous compounding is at 5% per year. Suppose you are planning to value a 3-month European call option with strike price at S41 using a two-step binomial model. Answer the following using this information Draw stock tree using the information provided. Indicate value of stock at expiration as well as at the intermediate nodes

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