(a) Consider the following filtration, where the interest rate r=0 : S(t) is the asset price at time t in dollars. (i) In this model, replicate the European call option with strike K= $101 over the two periods and so find the fair price of the option. (ii) Find all the conditional probabilities for this filtration and the corresponding probability on ={1,2,3,4}. Confirm that EQ[X] is the fair price