HOMEWORK #$4-$BOPM $($Leverage and Probability Methods$)13-413-513-6$ Consider the following binomial option pricing problem involving a call. This call has one period to go before expiring. Its stock price is $$45,$ and its exercise price is $$49\mathrm{.}50.$ The riskfree rate is $0\mathrm{.}05\%,$ the value of u is $1\mathrm{.}25,$ and the value of the d is $\mathrm{.}95.$ Construct the $1-$period binomial tree model and find the value of the call premium using a$)$ Leverage $(6-$step, Method $1)$ b$)$ Probability method $($Method $2).$