6. Consider a one period binomial option pricing model where So = 2, u = 3, dr.5, r = .2 (simple interest for the period) for a call (S1 4)+ that is exercised at time one. Find the non-arbitrage price of the call option at t = 0. Find also the portion A, of stock to be purchased at t= 0. 6. Consider a one period binomial option pricing model where So = 2, u = 3, dr.5, r = .2 (simple interest for the period) for a call (S1 4)+ that is exercised at time one. Find the non-arbitrage price of the call option at t = 0. Find also the portion A, of stock to be purchased at t= 0