Help! Please show work!! Answer is D, but I'm struggling to come up with the work!! Thank you!!

Q15 (4 pts) A share of Tesla is currently trading at $1,000. Suppose the stock price will either go up 10% or down 10%, with equal likelihood, in each of the next two years. Consider a call option that is currently at-the-money and expires in two year. Assume that the risk-free rate is 0%. Using a binomial tree, what will the call option's hedge ratio be a year from now if the stock price is up? A. 0.00 B. 0.10 C. 0.50 D. 0.95 E. 1.00