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Consider a European call option on a stock, with a \$11 strike and 1-year to expiration. The stock has a continuous dividend yield of 0%, and its current price is $50. Suppose the volatility of the stock is 23%. The continuously compounded risk-free interest rate is 10%. Use a one-period binomial tree to calculate the following: (a) The payoff for up movement. (b) The payoff for down movement. (c) The corresponding replicating portfolio: The number of shares. (d) The corresponding replicating portfolio: The lent/borrowed amount. (e) The option premium. (A) 59.55 (B) 56.55 (C) 60.55 (D) 58.55 (E) 57.55 (a): Part (a) choices. (A) 33.90 (B) 31.90 (C) 30.90 (D) 34.90 (E) 32.90 (b): Part (b) choices. (A) 3.00 (B) 2.00 (C) 1.00 (D) 0.00 (E) 1.00 (c): Part (c) choices. (A) 12.95 (B) 11.95 (C) 8.95 (D) 9.95 (E) 10.95 (d): Part (d) choices. (A) 41.05 (B) 43.05 (C) 40.05 (D) 42.05 (E) 39.05 Consider a European call option on a stock, with a \$11 strike and 1-year to expiration. The stock has a continuous dividend yield of 0%, and its current price is $50. Suppose the volatility of the stock is 23%. The continuously compounded risk-free interest rate is 10%. Use a one-period binomial tree to calculate the following: (a) The payoff for up movement. (b) The payoff for down movement. (c) The corresponding replicating portfolio: The number of shares. (d) The corresponding replicating portfolio: The lent/borrowed amount. (e) The option premium. (A) 59.55 (B) 56.55 (C) 60.55 (D) 58.55 (E) 57.55 (a): Part (a) choices. (A) 33.90 (B) 31.90 (C) 30.90 (D) 34.90 (E) 32.90 (b): Part (b) choices. (A) 3.00 (B) 2.00 (C) 1.00 (D) 0.00 (E) 1.00 (c): Part (c) choices. (A) 12.95 (B) 11.95 (C) 8.95 (D) 9.95 (E) 10.95 (d): Part (d) choices. (A) 41.05 (B) 43.05 (C) 40.05 (D) 42.05 (E) 39.05