please answer 23 and 24

Canvas Question 23 & 24 are based on the following information: Suppose a stock now sells at $110, and the price will either increase by a factor of u-1.10 or fall by a factor of d-o90 by the end of six-month period. You buy a few shares and to ensure a guaranteed payoff from your stock holding you also write a few call options with exercise price of $110. What would be the hedge ratio (i.e., ratio of stock holding to options)? 1/2 3/2 0.0909 D Question 24 1 pts Question 23 &24 are based on the following information: Suppose a stock now sells at $110, and the price will either increase by a factor of u-1.10 or fall by a factor of d-0.90 by the end of six-month period. You buy a few shares and to ensure a guaranteed payoff from your stock holding you also write a few call options with exercise price of $110. What would be the hedge ratio (i.e, ratio of stock holding to options)? Assume the annual interest rate is 12%, what is the call option value (C)? $8.30 O $1113 $6.98 O $10.00