Consider an n $=1$ step binomial tree with T $=\mathrm{.}5.$ Suppose r$,$ the annualized risk$-$free rate is $5\%,$ and delta, the annualized dividend rate is $4\%.$ Also suppose the annualized standard deviation of the continuously compounded stock return, sigma is $30\%.$ Suppose further that the initial stock price, S $=$ $ $95$; and that the strike price K is $ $112.$ Suppose you observe a call price of $ $3\mathrm{.}973,$ which is higher than the price for the European call option that you computed using the standard method. a$)$ Determine the European call premium $?$ b$)$ Determine the number of shares of stock that you'll buy $?$ c$)$ Determine the amount of money that you'll borrow $?$ d$)$ Determine the time $0$ arbitrage profit