Consider a one-period binomial model. The current stock price is $102. The up factor is 1.15 and the down factor is 0.87. The continuously compounded interest rate is 5%. We can find that the price of a call option with a strike price of $105 and maturity of 6 months is $6.6543. To arrive at this price of the call option using the replicating portfolio method, we have to do the following today: Select one: O A. Buy 0.4927 shares and borrow $44.2518 O B. Buy 0.4927 shares and borrow $43.6011 O C. Buy 0.4306 shares and borrow $37.2742 O D. Buy 0.4306 shares and borrow $36.2873 O E. Buy 0.5183 shares and borrow $46.2128 Notes