Find the value of a european call option with

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Reference no: EM131079574

Find the value of a European call option with:

S= 50

X= 50

T= 1 year Daily variance of continuously compounded returns =0.0040

Rf = 10% per annum, continuously compounded. Using a 4 period binomial tree. Show all work.

Reference no: EM131079574

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