Future prices of a stock are modeled with a 1-period binomial tree based on forward prices, the period being 1 year. You are given: (i) The stock price is 30 . (ii) The continuously compounded risk-free interest rate is 5%. (iii) The stock pays no dividends. (iv) =0.25. (v) For a European call option on the stock expiring in one year, the replicating portfolio has 0.9 shares of stock. Determine the price of the call option. Future prices of a stock are modeled with a 1-period binomial tree based on forward prices, the period being 1 year. You are given: (i) The stock price is 30 . (ii) The continuously compounded risk-free interest rate is 5%. (iii) The stock pays no dividends. (iv) =0.25. (v) For a European call option on the stock expiring in one year, the replicating portfolio has 0.9 shares of stock. Determine the price of the call option