4. A European Call option with an exercise price of 115 matures in 3 periods. Consider so = 120, r = 6%, u = 1.7, and d = 0.8. i) Determine the price of the Call by working the tree "backward". ii) Determine the price of the Call using the formula that gives it as an average over the payoffs, brought to present value. 4. A European Call option with an exercise price of 115 matures in 3 periods. Consider so = 120, r = 6%, u = 1.7, and d = 0.8. i) Determine the price of the Call by working the tree "backward". ii) Determine the price of the Call using the formula that gives it as an average over the payoffs, brought to present value