1)(50 points) Consider a binomial stock price model with S(0) = 200, N = 4, u = 0.2, d= -0.2, r = 0.04, and A(0) = 1. a) (30 points Use the Cox-Ross-Rubinstein formula to find the time 0 price of a European call option with strike price K = 180. b) (20 points) Find the time 0 price of a European put option with strike price K = 180. 1)(50 points) Consider a binomial stock price model with S(0) = 200, N = 4, u = 0.2, d= -0.2, r = 0.04, and A(0) = 1. a) (30 points Use the Cox-Ross-Rubinstein formula to find the time 0 price of a European call option with strike price K = 180. b) (20 points) Find the time 0 price of a European put option with strike price K = 180