Now use the binomial option pricing model in conjunction with the following data to value a call option: Current stock price, P = $27.00 Risk-free rate, rRF = 6% Strike price, X = $25.00 Up factor for stock price, u = 1.41 Down factor for stock price, d = 0.71 Years to expiration, t = 0.50 E) Calculate the stock price using the binomial model and find the option payoff in each case, in addition to the value of N5 (10 points) F) Calculate the portfolio payoff in each case and find the present value of the payoff, in addition to the value of the call option (10 Points)