2.2. You have a stock in the three-period binomial model such that So = 4, S (H) = 8, S. (T) = 2. and r = 0.25. Give the full value trees for each of the following derivative securities. You may use a calculator for this problem to help it go faster, but make sure to indicate what formulas you are using and to maintain sufficient numerical precision. 1. A 3-period strike-$6 European call. Use C, instead of V, for the value of the call. 2. A 3-period strike-86 European put. Use P. instead of V. for the value of the put, 3. A 3-period forward contract with delivery price $6. Use Fm, instead of V. for the value of the forward contract. 4. Verify that F. = C.-P. in all states. Note that in all cases, the value you are calculating is the value to the individual in the long position (call holder, put holder, counterparty to receive delivery of stock for the forward contract). 2.2. You have a stock in the three-period binomial model such that So = 4, S (H) = 8, S. (T) = 2. and r = 0.25. Give the full value trees for each of the following derivative securities. You may use a calculator for this problem to help it go faster, but make sure to indicate what formulas you are using and to maintain sufficient numerical precision. 1. A 3-period strike-$6 European call. Use C, instead of V, for the value of the call. 2. A 3-period strike-86 European put. Use P. instead of V. for the value of the put, 3. A 3-period forward contract with delivery price $6. Use Fm, instead of V. for the value of the forward contract. 4. Verify that F. = C.-P. in all states. Note that in all cases, the value you are calculating is the value to the individual in the long position (call holder, put holder, counterparty to receive delivery of stock for the forward contract)