(20 points) Consider the binomial tree model. Suppose the stock price at time zero is So, and the stock does not pay dividends. The risk free rate is r and the time step is At. Consider an exotic option with present time 0 and the maturity at time T = NAt and the payoff at the maturity is (S1)2 + (S2)2 + ... + (Sp)2. What is the time 0 price of this option? (20 points) Consider the binomial tree model. Suppose the stock price at time zero is So, and the stock does not pay dividends. The risk free rate is r and the time step is At. Consider an exotic option with present time 0 and the maturity at time T = NAt and the payoff at the maturity is (S1)2 + (S2)2 + ... + (Sp)2. What is the time 0 price of this option