3. Consider a binomial tree of N-period on the time interval [0,T] with up probability q in the real world, up factor u, down factor d, riskless interest rate r, the current time is 0 and the current stock price is S0. 1 (1) Use this binomial tree model to price a European call option with strike price K and maturity T. (2) Use this binomial tree model to price a European put option with strike price K and maturity T