Ken is interested in buying a European call option written on Southeastern Airlines, Incorporated, a non$-$dividend$-$paying common stock, with a strike price of $$90$ and one year until expiration. Currently, the company$$s stock sells for $$90$ per share. Ken knows that, in one year, the company$$s stock will be trading at either $$112$ per share or $$76$ per share. Ken is able to borrow and lend at the risk$-$free EAR of $5$ percent.

a$.$

What should the call option sell for today? $($Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

b$.$ What is the delta of the option? $($Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,\mathrm{.}16.)$

c$.$ How much would Ken have to borrow to create a synthetic call? $($Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

d$.$ How much does the synthetic call option cost? $($Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$