You want to value a call option with a strike price of $175.00 and one year to expiration. The underlying stock pays no dividends. Every six months, the stock price either increases by a factor of 1.50 or decreases by a factor of 0.50. The current stock price is $150.00. The risk-free rate is 3.50% per six-month period. Draw a two-period binomial tree and answer the following questions. a. What is the value of the call option at the up node (Cu)? Cu (to nearest cent) Bb. What is the value of the call option at the down node (Cd)? 4 5 Cd (to nearest cent) 6 7 c. What is the value of the call option today? 8 C (to nearest cent) 9 50