Please help! Totally lost on this one. Will give a definite thumbs up if all answers are correct.

Buffelhead's stock price is $192 and could halve or double in each six-month period. A one-year call option on Buffelhead has an exercise price of $151. The interest rate is 21% a year. a. What is the value of the Buffelhead call?

b-1. Now calculate the option delta for the second six months if the stock price rises to $384.

b-2. Now calculate the option delta for the second six months if the stock price falls to $96.

c-1. What is the option delta when a call is certain to be exercised?

c-2. What is the option delta when a call is certain not to be exercised?

d. Suppose that in month 6, the Buffelhead stock price is $96. To replicate an investment in the stock by a combination of call options and risk-free lending, how many calls would you purchase and how much would you lend? For this problem, assume you can purchase partial calls.