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One-Period Model - Option Pricing Consider the following discrete time one period market model. The interest rate is zero. The stock price is given by So =10 and Si is a random variable taking two possible values Si 8 and Si 12. Consider a call option expires at time T 1 with strike price K : 9. If you are replicating one unit of this option with a replicating portfolio, how many units of the stock should you hold? Select one Oa - 1/3 Ob. 1/4 O c. 1/4 O d. 3/4 e. 1/3 Of. 3 Report question iss Clear my choice 100