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You are interested to value a call option with an exercise price of s100 and one year to expiration. The underlying stock pays no dividends, its current price is 5100, and you believe it either increases to S120 or decreases to $80. The risk-free rate of interest is 10% Calculate the call option's valuc using the binomial pricing model, presenting your calculations and explanations as follows: a. Draw tree diagrams to show the possible paths of the share price and call payoffs over one year period. (Note: show the numbers that are known and use letters) for what is unknown in your diagrams) b. Compute the hedge ratio. c. Find the call option price. Explain your calculations clearly