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With the following information : Spot price* 100 Strike price 98 Continuously compounded Risk- free rate* |2% Continuous Dividend yield Time to maturity I year

With the following information :" Spot price* 100 Strike price 98 Continuously compounded Risk- free rate* |2% Continuous Dividend yield Time to maturity I year \Annualized volatility 10 . 3 Construct a 2 - step binomial tree for a European call option

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