A stock option is priced according to the two$-$period binomial option pricing model. You have the following information:Current stock priceRate of increase in stock price $($u$)$Rate of decrease in stock price $($d$)$Strike priceRisk$-$free rate $($per period$)=$ $$50=30\%=-10\%=$ $$55=5\%$Use the above information to answer $34-36\mathrm{.}34.$ What is the equilibrium price of the call option today?. $$4\mathrm{.}95$b$.$$$5\mathrm{.}25$C$.$$$5\mathrm{.}40$d$.$$$5\mathrm{.}55$$$5\mathrm{.}6535.$ What is the hedge ratio $($shares per written call$)$ to construct a risk$-$free portfolio with the stock and the call option today $($at F$=0)$a$.0\mathrm{.}4825$b$.0\mathrm{.}5235$C$.0\mathrm{.}5535$ d$\mathrm{.}0\mathrm{.}5585$e$\mathrm{.}0\mathrm{.}568536.$ What is the equilibrium price of the put option today on the sume stock with same expiration date and the same strike price?a$.$$$4\mathrm{.}96$b$.$$$5\mathrm{.}14$c$.$$$5\mathrm{.}38$d$.$$$5\mathrm{.}68$e$.$$$4\mathrm{.}84$