The share price of Heavy Metal $($HM$)$ changes only once a month:

Either it goes up by $26\%$ or it falls by $19\mathrm{.}3\%.$ Its price now is $$42\mathrm{.}7.$ The interest rate is $0\mathrm{.}5\%$ per month.

A$.$ What is the value of a one$-$month call option with an exercise price of $$42\mathrm{.}7?$ Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

B$.$ What is the option delta? Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

C$.$ The payoffs of the call option can be replicated by buying shares of stock and borrowing. What amount should be invested in stock and what amount must be borrowed? Note: Do not round intermediate calculations. Round your answer to $3$ decimal places. Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

D$.$ What is the value of a two$-$month call option with an exercise price of $$42?$ Note: Do not round intermediate calculations. Round your answer to $1$ decimal places.

E$.$ What is the option delta of the two$-$month call over the first one$-$month period? Note: Do not round intermediate calculations. Round your answer to $3$ decimal places.