3. ( 5 points) A stock selling at $100 will either go up at the rate of u=10% or go down at the rate of d=10% each month for the next two months. The constant risk-free rate is 1% per month. Use a two-period binomial model and the Risk-Neutral Valuation Relation to compute a European call and put on the stock with strike (exercise) price X=$95 and maturing in two months