The price of a stock is modeled by the following 1-period binomial tree, with each period being six months:

The price of a stock is modeled by the following 1- period binomial tree, with each period being six months: 35 30 25 You are given: i) The underlying stock pays dividends at a continuous rate of 2%. ii) A European call option expiring in 6 months has strike price 30. iii) The continuously compounded risk-free interest rate is 5%. a) Determine A, the number of shares of stock in the replicating portfolio for the call option. b) Determine the price of this European call option