1: Consider a ONE-PERIOD call option on 100 shares of a $100 stock. The stock can either increase by 25% or decrease by 25% in the next period. The risk-free rate is 12.50 percent per period, and the strike price is $90.00 per share. e) Create a levered equity portfolio replicating the payoffs of this call option. f) Create a portfolio replicating the payoffs of this call using single stock FORWARD CONTRACTS. g) Use put-call parity to value the identical put option