Determine and B in the replicating portfolio for a European call option with strike 140 expiring in 2 years if the risk-free rate of interest is 6.5%, the stock pays a continuous dividend at a rate of 4.5%, and the stock is modeled using a 1-period binomial model in which S0 = 155, Su = 191, and Sd = 124. Use and B to determine the value of the call option in this model.