Future prices of a stock are modeled with a 1-period binomial tree with u=1.2,d=0.8. The length of the period is 3 months. You are given: (i) The stock price is 60. (ii) The continuously compounded risk-free interest rate is 5%. (iii) The stock pays continuous dividends at a rate of 5%. For a European call option on the stock expiring in 3 months, 40 is borrowed in the replicating portfolio. Determine two possible values for the number of shares of stock in the replicating portfolio. Future prices of a stock are modeled with a 1-period binomial tree with u=1.2,d=0.8. The length of the period is 3 months. You are given: (i) The stock price is 60. (ii) The continuously compounded risk-free interest rate is 5%. (iii) The stock pays continuous dividends at a rate of 5%. For a European call option on the stock expiring in 3 months, 40 is borrowed in the replicating portfolio. Determine two possible values for the number of shares of stock in the replicating portfolio