Suppose a binomial tree model for a stock where price can go up (u = 1.2) or down (d = 0.7). The riskless interest rate is r = 10%. Consider a European call option with a strike K = 105 and that matures at the end of one period. Take several stock spot prices: S=$80, S-$90, S-$100, S-$110, S-$120. For each spot price compute the option premium (c) and the replication portfolio (A, B). Plot your results in 3 function graphs: one with c and S, one with A and S, and one with B and S. Interpret your results.