A stock, priced at $ 100 at Spot(t = 0)} can go up to $ 120 or down to $ 90 next month following a binomial model. a) Find the risk neutral probability for the market. b) Build a binomial tree with the stock prices. c) Using a binomial tree approach price a European Call Option with maturity in three months and strike price $ 100. The monthly interest rate is 1% ( consider monthly steps)