You observe a ?50 price for a non-dividend-paying stock. Thecall option has two years to mature, the periodically compoundedrisk-free interest rate is 5%, the exercise

You observe a â?¬50 price for a non-dividend-paying stock. Thecall option has two years to mature, the periodically compoundedrisk-free interest rate is 5%, the exercise price is â?¬50, u =1.356, a 1 answer