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Data: So = 120; X = 126; 1 + r= 1.05. The two possibilities for Smare 150 and 102. a-1. The range of Sis 48 while that of C is 24 across the two states. What is the hedge ratio of the call? (Round your answer to 2 decimal places.) Hedge ratio 0.50 a-2. Calculate the value of a call option on the stock with an exercise price of 126. (Do not use continuous compounding to calculate the present value of Xin this example because we are using a two-state model here; the assumed 5% interest rate is an effective rate per period.) (Do not round intermediate calculations. Round your answer to 2 decimal places.) Call value $ 11.43