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1. Suppose the stock price is $50, strike price is $50, risk-free rate of 5% (continuous compounding), and time to maturity of 1 year. Assume a one period binomial option valuation model assuming u= 1.35 and d = 0.47. a. Calculate the equivalent martingale measure (EMM) probability of an up move. b. Calculate the hedge ratio (h*) to replicate the payouts of a call option. c. Calculate the dollar amount borrowed (B*) to replicate the payouts of a call option. d. Calculate the call value. 2. Given the same information stock price is $50, strike price is $50, risk-free rate of 5% (continuous compounding), time to maturity of 1 year, u = 1.35 and d = 0.47], calculate the put value. 3. Suppose the stock price is $95.12, strike price is $100, risk-free rate of 5% (annualized, continuous compounded), and time to maturity of 1 year. Assume a two period binomial option valuation model assuming u = 1.25 and d = 0.8. a. Calculate the equivalent martingale measure (EMM) probability of an up move. 3a. 3b.(0,0) b. Calculate the hedge ratio at (0,0), (1,0), and (1,1) [today, next year assuming down, and next year assuming up, respectively). 3b.(1,0) 3b.(1,1) c. Calculate the call value (C) and put value (P) (round final answer at the second decimal place). 3c.(P) 1. Suppose the stock price is $50, strike price is $50, risk-free rate of 5% (continuous compounding), and time to maturity of 1 year. Assume a one period binomial option valuation model assuming u= 1.35 and d = 0.47. a. Calculate the equivalent martingale measure (EMM) probability of an up move. b. Calculate the hedge ratio (h*) to replicate the payouts of a call option. c. Calculate the dollar amount borrowed (B*) to replicate the payouts of a call option. d. Calculate the call value. 2. Given the same information stock price is $50, strike price is $50, risk-free rate of 5% (continuous compounding), time to maturity of 1 year, u = 1.35 and d = 0.47], calculate the put value. 3. Suppose the stock price is $95.12, strike price is $100, risk-free rate of 5% (annualized, continuous compounded), and time to maturity of 1 year. Assume a two period binomial option valuation model assuming u = 1.25 and d = 0.8. a. Calculate the equivalent martingale measure (EMM) probability of an up move. 3a. 3b.(0,0) b. Calculate the hedge ratio at (0,0), (1,0), and (1,1) [today, next year assuming down, and next year assuming up, respectively). 3b.(1,0) 3b.(1,1) c. Calculate the call value (C) and put value (P) (round final answer at the second decimal place). 3c.(P)