71 Options Valuation Using Wissmiel Tress The current spot price of a stuck in $100 per here, and the fik Area rate in 9 year. The stock pays no dividends and one ning to stor The stock either rises by 25% or falle by 20% (-1.25 and 4-year A. Consider a one-year European style call with a strike of $110. The payoff is $15 if the underlier moves higher and 90s moves lowe Determine the portfolile of stock and bonds (A and 19) sooled to replicate the call Toes, s the quantities to value the call. Show your work to receive credit A (delia) - Call you B. Consider a one year European style put with & serilked% The payoff is 50 if the underfier moves higher and $10 fit moves lowa Calculate the risk-neutral probability q based on r, u, ad Use q, r, and the payoffs to determine the value of the put u-1.25 d-0.8 -0.05