Over the coming year, Ragwort$$s stock price will halve to $$80$ from its current level of $$160$ or it will rise to $$320.$ The one$-$year interest rate is $11\%.$

What is the delta of a one$-$year call option on Ragwort stock with an exercise price of $$160?$

Note: Round your answer to $4$ decimal places.

What is the amount of the loan in the replicating portfolio?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

Given the delta computed in part $($a$),$ how much would be borrowed if the replicating$-$portfolio method was used to value the call option?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

In a risk$-$neutral world, what is the probability that Ragwort stock will rise in price?

Note: Round your answer to $2$ decimal places.

Using the risk$-$neutral method, what is the value of the call option?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

If someone told you that in reality there is a $60\%$ chance that Ragwort's stock price will rise to $$320,$ would you change your view about the value of the option?