Pricing a derivative using replicating strategies:

Consider a 1-period binomial model, where we have three nodes N0,0, N1,0, N1,1. We have a cash account with fixed interest rate r = 0.01 - that is, if we have at No,o cash account with D dollars, we expect (1+r)D at either N1,0 or N1,1. We also have a stock with price $0,0 = 10 at N0,0, S1,0 = 8 at N1,0 and $1,1 = 15 at N1,1. 1 with strike K = 12. Can you price the option at No,o using a Now consider an European call option at timet replicating strategy, and what is the price