$1)$ In a one$-$period binomial model, assume that the current stock price is $$100,$ and that it will rise to $$110$ or fall to $$90$ after one month. The gross one month risk$-$free rate is $1\mathrm{.}01\%.$ Using risk neutral pricing, what is the price of a $100$ strike one$-$month CALL option?

a$.$ $$4\mathrm{.}49$

b$.$ $$4\mathrm{.}57$

c$.$ $$5\mathrm{.}45$

d$.$ $$5\mathrm{.}73$ In a one$-$period binomial model, assume that the current stock price is $$100,$ and that it will rise to $$110$ or fall to $$90$ after one month. The gross one month risk$-$free rate is $1\mathrm{.}01\%.$ Using risk neutral pricing, what is the price of a $100$ strike one$-$month PUT option?

a$.$ $$4\mathrm{.}12$

b$.$ $$4\mathrm{.}38$

c$.$ $$4\mathrm{.}41$

d$.$ $$4\mathrm{.}46$