How to use stock volatility to value call option

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Reference no: EM132047176

How to use stock volatility to value a call option (150 Stock price, 155 strike price, risk free rate 1%, implied volatility is 15% and days until maturity 100 days) using the risk neutral method with a binomial tree over 3 periods?

How would one go about solving this?

Reference no: EM132047176

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