Assume the following one period information for the questions below: S ~ {(11/10 S_0, P_u), (10/11 S_0, P_d)}, B ~ {(e^.05 B_0, 1)} with S_0 = $10, B0 = $10, and the one period risk-free discount rate r_f. = 0.05 with continuous compounding. Find the initial value or price of a one period European call option on the stock with strike price K = $10 using the replicating portfolio approach. Find the replicating portfolio. Find the option's period 0 value. Find the initial value or price of a one period European put option with strike price K = $10 using the risk-neutral probabilities approach. Find the "risk neutral" probabilities implied by the stock's and the bond's market prices. Find the put option's period 0 value. Use the results from question 2 to find the value of a two period European call option with strike price K = $10