5. Call Options Consider a 1-period binomial model with R= 1.02, So 100 0/1 -1/d= 1.05. Compute the value of a European call option on the stock point with strike K =102. The stock does not pay dividends. Please submit your answer rounded to two decimal places. So for example, if your answer is 3.4567 then you should submit an answer of 3.46. 1.76 Incorrect Response 6. Call Options I When you construct the replicating portfolio for the option in the previous question ho many dollars do you need to invest in the cash account? 0/1 point Please submit your answer rounded to three decimal places. So for example, if your answer is-43.4567 then you should submit an answer of -43.457 34.171 6. Call Options II nt When you construct the replicating portfolio for the option in the many dollars do you need to invest in the cash account? Please submleyour answer is -43.4567 then you should submit an answer of -43.45 your answer rounded to three decimal places. So fo Enter answer here