5. A stock currently costs $4 per share. In each time period, the value of the stock will either increase or decrease by 50%, and the risk-free interest rate is r=1/10. Let S0,S1, and S2 be the prices of the stock at times 0,1 , and 2 , and suppose we are selling a European-style call option expiring at time 2 , with a strike price of S1S2. That is, the value of the option at time 2 is (S2S1S2)+. (This can be compared with the Asian option described in Exercise 1.8 in the text; the differences are that here the strike price is also a random variable, and the average is geometric rather than arithmetic.) Find the risk-neutral price of this option at time 0 by completing the following tren