Consider a stock whose current price is So = $100. In each year, the stock price can either increase by w = 1.1 or decrease by di = 1/1.1. The annual interest rate is zero. (i) (5 points) Use the risk-neutral pricing methodology to compute the price of a European at-the-money 2-year call option based on a 2-step binomial tree. Each step represents one year. (ii) (10 points) Suppose you sold this option to a client. Devise a dynamic trading strategy to hedge your position. Describe the strategy in detail, including the changes in stock and bond position over time