We will derive a call option value using the binomial option pricing model in this problem. Data: S_0 = 210; X = 220; 1 + r- 1.1. The two possibilities for S_T are 250 and 130. The range of S is 120 while that of P is 30 across the two states. What is the hedge ratio of the call? (Round your answer to 2 decimal places.) Calculate the value of the call option (Do not round intermediate calculations. Round your answer to 2 decimal places.)