Required:

a$.$ Consider a call option if in a two$-$state model, a stock can take a price of $$120$ or $$90,$ what would be the hedge ratio for each of the following exercise prices: $$120,$$$110,$$$100,$$$90?$

Note: Leave no cells blank $-$ be certain to enter $"$O$"$ wherever required. Round your answers to $2$ decimal places.

$\backslash$table$[[x,\backslash$table$[[$Hedge$],[$Ratio$]]],[$$$,1\mathrm{.}00x$