What is the replicating portfolio for a european call option


Problem

TFS stock is currently trading at $81.17 per share. In 12 months it will either rise by 9.00% or fall by 12.000%. The cc risk free rate is 4.375% and the cc div rate is 1.000%. What is the replicating portfolio for a European call option struck at $85.00 expiring in 12 months, and what is the value of the option?

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