Assume an economy where One period is one year The one year short term interest rate from time n to time n + 1 is r_n. The rate evolves via a stochastic process: r_0 = 0.02 r_n+1 = X r_n P[X = 2^k] = 1/3 for k {-1, 0, 1}. Consider now a zero-coupon bond that matures in 3-years with common face and redemption value F = 100. Also consider European Call Options on this bond that expire in (a) 3 years with strike K = 97. (b) 1 year with strike K = 07. Finally, consider American Put Options on this bond that expire in (a) 3 years with strike K = 97. (b) 1 year with strike K = 97. Denote B_n, C_n, and P_n as the bond, call, and put option values, respectively. Compute C_0 P_0 for all of the. options listed above