the correct answer is C. how do I get it?

16. A stock is trading for $97. In 6 months, it will be worth either $125.00 or $81.00. Consider a call option on the stock with strike price of $100 and 6 months to maturity. The risk-free rate is 6%. Calculate the hedge ratio from the binomial options pricing model required to create a risk-free portfolio. Hint: The hedge ratio is the number of shares of stock to buy for each call option written. a. 0.4696 b. 0.5165 c. 0.5682 d. 0.6250 e. 0.6875