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PLEASE HELP ME WITH THIS ... PLEASE DO NOT ANSWER IF YOU ARE NOT 100%...

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Accounting

PLEASE HELP ME WITH THIS ... PLEASE DO NOT ANSWER IF YOU ARE NOT 100% RIGHT.

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Consider a non-dividend paying stock that currently trades at $50. Over the coming three months, the stock price is assumed to follow a one step Binomial model with factors u = 1.16038286 and d = 1/u. The continuously compounded risk- free interest rate is 4 percent per year. The value of a European call option with a strike price $45 that matures in three months is a $6.45 b. $3.45 O c. $5.50 O d. $6.50 e. $7.08 Of. $6.40 g. None of these choices

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