1. (5pts) Use a binomial lattice with p = 1/2, u = 1.1, d = 0.9, So = 60, r = 0.1, M = 2 to find the price of a European Call option with strike price K = 55 and expiration time T = 1/2. Show your work and do not use a python code. 2. (5pts) Given the binomial lattice parameters At = 1/10, p = 3/4, u = 1.1, d = 0.7, find the corresponding asset model parameters o, v, and r. 3. (5pts) Consider the binomial lattice model with given the initial stock price So at t = 0 and lattice param- eters p, u, d. Write the stock price Si at t = At as a random variable in terms of the Bernoulli random variable R. Find Eln(S/S)] in terms of the binomial lattice parameters p, u, d. 1. (5pts) Use a binomial lattice with p = 1/2, u = 1.1, d = 0.9, So = 60, r = 0.1, M = 2 to find the price of a European Call option with strike price K = 55 and expiration time T = 1/2. Show your work and do not use a python code. 2. (5pts) Given the binomial lattice parameters At = 1/10, p = 3/4, u = 1.1, d = 0.7, find the corresponding asset model parameters o, v, and r. 3. (5pts) Consider the binomial lattice model with given the initial stock price So at t = 0 and lattice param- eters p, u, d. Write the stock price Si at t = At as a random variable in terms of the Bernoulli random variable R. Find Eln(S/S)] in terms of the binomial lattice parameters p, u, d