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Suppose that today's price of ABC stock is $100 and it is known that price moves up or down by a single multiple of 'u' and 'd' respectively in six-months. A riskless portfolio is comprising of delta stocks of ABC and a six- months CALL option on ABC stock with a strike price of $105. Finally, if risk-free rate is 12% per annum for all maturities and the annual variance of the underlying stock prices is 36%, complete the table below for nodes A, B and C Your answer shouldn't be more than two decimal places Nodes A 8 C Marks $ $ 2 Stock Price 100 $ Option $ Price Delta 0 Total 9 2 13 Suppose that today's price of ABC stock is $100 and it is known that price moves up or down by a single multiple of 'u' and 'd' respectively in six-months. A riskless portfolio is comprising of delta stocks of ABC and a six- months CALL option on ABC stock with a strike price of $105. Finally, if risk-free rate is 12% per annum for all maturities and the annual variance of the underlying stock prices is 36%, complete the table below for nodes A, B and C Your answer shouldn't be more than two decimal places Nodes A 8 C Marks $ $ 2 Stock Price 100 $ Option $ Price Delta 0 Total 9 2 13