A stock is currently priced at $40, with a continuously compounded rate of return of mu = 15%, and a volatility of sigma = 40%. The continuously compounded risk-free rate is 4%. We want to value European call contract with a strike price of $45, and an expiry at T = 0.5 years. Use a 5-step binomial approximation in Excel to answer the following questions: a. What are the terminal step values for the put values? b. What are the values of delta T, U D_ and R? c. Show your stock price tree. d. What is the risk-neutral "up" probability, q? e. What is the value of the call option