Assume that ABC Corp.s current stock price is S = 50$ . It is projected that the stock price will either increase to Su = 60$ if economic conditions improve over the next year, or decline to = 40$ d S if conditions worsen. Money market bank accounts require B = 1$ to set up and are paying zero interest. Call options on ABC Corp.s stock currently have a strike price of X = 55$ . a) Calculate the number of shares in ABC Corp.s stock, NS , and the amount of cash in the bank account, NB , required to replicate the payoffs of the call option. b) What is the value, V, of the replicating portfolio? c) What is the value, c, of the call option? Why must it equal V?