1. Underlying asset price at current time is $100 and u(up factor in the binomial tree) is 1.5 and d(down factor in the binomial tree) is 0.5 . Exercise price is $130 and risk free mate is 10%. Assume one-period model and European option. What is the European call option price? ( 5 points) What is the time value of the above call option at the current time? ( 5 points) What is the delta of the call option? ( 5 points)