Consider a stock that follows Geometric Brownian Motion d In(St) = vdt + dBt. The initial stock price So is $100. The expected log return is 20%. The volatility is 20%. The continuously-compounded riskfree rate r is 10%. Consider an European call option on this stock that has an expiration date 5 months from now and a strike price of $90. (a) (6 points) Determine the price of this call option using five-period binomial tree. Hint: choose u, d, p, and R using formulas in week 2's lecture note. (b) (3 points) Calculate the Delta A values at each period.