Assume that a true continuous time model for the stock price S follows

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Assume that a true continuous time model for the stock price S follows Set S So = 10 and T = 2. (a) Using a binomial model by matching the first and the second moments, find the price of European call option with strike price K = 10. Draw the tree for the option, and clearly assign the values to the nodes. (b) Repeat part (a) with American call option with the same strike price K = 10. Draw the tree for the option, and clearly assign the values to the nodes