Question 2 32 pts Consider a two period binomial model in which a stock currently trades at a price of $65. The stock price can go up 20 percent or down 17 percent. The risk free rate is 5 percent. A. Calculate the price of a call option expiring in two periods with an exercise price of $60. B. based on your answer in Part A., calculate the number of units of the underlying stock at each point in the binomial tree that would be needed to construct a riskless hedge. Use 10,000 options to answer this