Consider a single-period CRR model with interest rate r = 0.05, S(0) = 10, u = 1.2, and d = 0.98. Suppose you have written an option that pays the value of the square root of the absolute value of the difference between the stock price at maturity and $10.00; that is, it pays [S(1) 10). How many shares of the stock should you buy to replicate this payoff? What is the cost of the replicating portfolio? Consider a single-period CRR model with interest rate r = 0.05, S(0) = 10, u = 1.2, and d = 0.98. Suppose you have written an option that pays the value of the square root of the absolute value of the difference between the stock price at maturity and $10.00; that is, it pays [S(1) 10). How many shares of the stock should you buy to replicate this payoff? What is the cost of the replicating portfolio