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Q2. A stock price is currently $58. You predict that at the end of 6 months stock price will increase or decrease by 10%. The risk-free interest rate is 10% per annum with continuous compounding A. What is the value of a 6-month European call option with a strike price of $60 using the binomial tree model? B. If you decided to short 30 call option contracts of this stock, how would you hedge your portfolio of these 30 contracts to have a delta neutral portfolio? c. What if stock price increased to $60, what adjustments/actions do you need to take in order to ensure that you have a delta neutral portfolio? d. What if stock price dropped to $55, what adjustments/actions do you need to take in order to ensure that you have a delta neutral portfolio