2.3. You have a stock in the three-period binomial model such that So = 4, Si(H) = 8, S1(T) = 2, and r = 0.25. Give the full value trees for each of the following derivative securities: 1. A 3-period strike-$6 European call. Use Cn instead of Vn for the value of the call. 2. A 3-period strike-$6 European put. Use Pn instead of Vn for the value of the put. 3. A 3-period forward contract with delivery price $6. Use Fn instead of Vn for the value of the forward contract. 4. Verify that Fn = Cn Pn 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). 2.3. You have a stock in the three-period binomial model such that So = 4, Si(H) = 8, S1(T) = 2, and r = 0.25. Give the full value trees for each of the following derivative securities: 1. A 3-period strike-$6 European call. Use Cn instead of Vn for the value of the call. 2. A 3-period strike-$6 European put. Use Pn instead of Vn for the value of the put. 3. A 3-period forward contract with delivery price $6. Use Fn instead of Vn for the value of the forward contract. 4. Verify that Fn = Cn Pn 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)