You want to long an American call on Apple with a strike price of $150 which will expire in two weeks. Apple is currently trading for $171.18, has an annual standard deviation of 28%, and is expected to pay a $10 dividend in one week. Assume a two period binomial model (each period is a week) and a risk free rate of 4 basis points per week. What should you expect to pay for that call? Show your work. If you want to delta hedge the risk of this option, what would you do when you long the call?