8. (5 point) Consider a European call option on a stock. with a $45 strike and 1-year to expir stock has a continuous dividend yield of 2%, and its current price is $48. Suppose the vola stock is 25%. The continuously compounded risk-free interest rate is 6%. Use a one-peric tree to calculate the following: (all the intermediary calculation steps are required) (a) All possible stock prices. (b) The number of shares A and the amount B that replicate this call option. (c) The option premium using two different methods (formulas)