Calculate the value of a European call option whose current or delta price = $ 1 200, X=$1 200, ߪ = 25%, = 10% p.a., and the expiration date = 4 months. Assume we have two periods to the expiration of...

Calculate the value of a European call option whose current or delta price = $ 1 200, X=$1 200, ߪ = 25%,
= 10% p.a., and the expiration date = 4 months. Assume we have two periods to the expiration of the contract and u and d values should be estimated from the information provided.