13-4 Consider the following binomial option pricing problem involving a call. This call has one period to go before expiring. Its stock price is $45, and its exercise price is $49.50. The risk- free rate is 0.05%, the value of u is 1.25, and the value of the d is 95. Construct the 1-period binomial tree model and find the value of the call premium using a) Leverage (6-step, Method I) b) Probability method (Method 2)