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The current spot price of a stock is 5100 per share, and the risk-free rate is 5% The stock pays no dividends and costs nothing to store. The forward price is $105. Each period the stock price either doubles (u2) or halves (d=1/u=0.5) (corrected) Consider a long call position with a strike of $110. If the price increases (Se-5100, S1$200 ), then the call pays off ninety dollars (Cv=590). If the price decreases (S S0=5100,S1SS0), then the call pays off zero (Co50). 8. Draw the tree for the call for a single time period. 9. Confirm these are the equations to replicate the payoff. Solve for the number of shares ( (A) and the number of bonds (B) to replicate the payoff $90==$200+B=$1.05$0=$50+B=$1.05 =B= Determine the cost of the repticating portfolio. This is the premium of the option. Callpremiumta+$100+B+$1= 10. Use the call premium you calculated for question 9 to determine the "risk-neutral probability (a) "by solving the following equation. (1+5%)q590+(1q)50=Callpremiumfromquestion9 4=