Question: I know that delta is not 4 and beta is not 0. Thank you Today's price of Apple (AAPL) is $200 per share. AAPL does

I know that delta is not 4 and beta is not 0. Thank you

Today's price of Apple (AAPL) is $200 per share. AAPL does not pay dividends. One year from today, there are two possible states, In the u state, the economy is booming and the price of AAPL is $400. In the d state, the econorny is suffering and the price of AAPL is $100. The c.c. risk-free interest rate is zero percent. You are interested in a call option on AAPL with a strike of $250 and a maturity of one year. Assume there is no arbitrage. How many shares of stock are in the replicating portfolio - i.e., what is Delta? Question 2 How many bonds are in the replicating portfolio (i.e., what is Beta)

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