1. With the following information: stock price $100, exercise prices90, risk free rate 0.05, u is 1.2, d is 0.8. a. Find the value of the call option today considering one-period binomial (10 points) b. Find the value of the put option today considering one-period binomial (10 points) c. Construct a hedge by combining a position in stock with a position in the call . Show that the return on the hedge is the risk-free rate regardless of the outcome, assuming that the call sells for the value that you obtained in part a, assuming one - period binomial. (10 points) d. Find the value of the call option today considering a two-period binomial model. (10 points) c. Find the value of the put option today considering a two-period binomial model. (10 points)