The following questions are based on option pricing on the one-time step binomial tree world. Suppose a stock S has price of $100 at time 0. At time 1, the price of the stock S can either go up to $150 or go down to $80. There is also a risk-free asset (bond) in this world. A $1 investment in the risk-free asset will result in $1.1 at time 1 regardless of the state of the world (r = 10% return from time 0 to time 1). We are interested in pricing options at time 0 whose underlying is this stock S. Options expire at time 1 of course.

What is the Delta of the call option with the strike price of $110?