a) Consider a 3-period binomial model of asset pricing with P(H) = 2/3. Let the initial stock price be So 6 per share, u = 2 be up factor, d=0,5 be down factor. Then compute the following conditional expectations (1) E(S3), (ii) E[S], (iii) ES3/S2], (iv) E[S2 S3]).