Consider a two-period binomial tree with the following parameters: S = 100, u = 1.10, d =

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Consider a two-period binomial tree with the following parameters: S = 100, u = 1.10, d = 0.90, and R = 1.03. Find the prices of: 

(a) A knock-out call option with a strike of 95 and a barrier of 90. 

(b) A knock-in call option with a strike of 95 and a barrier of 90. 

(c) A vanilla call option with a strike of 95.

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