Question 10 1 pts A non-dividend paying stock is modeled by the binomial tree with stock prices shown below. 18 10 t=0 t=1 A European call option on the stock above expires at t=1 year with strike price K = 12. Calculate the number of shares of stock in the replicating portfolio for this option. At least 0.4, but less than 0.5 Less than 0.3 O At least 0.3, but less than 0.4 O At least 0.5, but less than 0.6 o At least 0.6