Data: So 120; X 138; 1 and 102 r= 1.15. The two possibilities for Sm are 150 a-1. The range of S is 48 while that of Cis 12 across the two states. What is the hedge ratio of the call? (Round your answer to 2 decimal places.) Hedge ratio a-2. Calculate the value ofa call option on the stock with an exercise price of 138. (Do not use continuous compounding to calculate the present value of X in this example because we are using a two-state model here with discrete periods, not a continuous-time Black Scholes model.) (Do not round intermediate calculations. Round your answer to 2 decimal places.) Call value