A. Using the Binomial Option Pricing Model and the following information calculate, the price of a call option that expires in 6 years: Up, U Down, D Interest rate, R Initial stock price, S Option exercise price, X 1.20 0.80 0.10 65.00 60.00 Show the state prices, option tree, and combinations in your spreadsheet. B) Assuming that underlying annualized asset volatility is 18%, price the same option by using Black and Sholes Model. Show d1, d2, N(d1) and N(d2) in your calculation