Let S $=$ $$100,$ K $=$ $$95,\backslash$sigma $=30\%,$ r $=8\%,$ T $=1,$ and $\backslash$delta $=0.$ For simplicity, let u $=1\mathrm{.}3,$ d $=0\mathrm{.}8$ and n $=2($that is$,2$ periods$).$ When constructing the binomial tree for the European call option, what is $($Stock Share Purchased in the replicating portfolio$)$ at the first node $($Time $0)?$

Question $11$ options:

$0\mathrm{.}1789$

$0\mathrm{.}3886$

$1\mathrm{.}0000$

$0\mathrm{.}2550$

$0\mathrm{.}6912$