Consider a 2 period binomial tree model of a stock where in each period the stock price S is generated using the risk neutral probability. It either increases by U =1.2 or decrease by d =1/u. The current stock price is S=25. Assume that the stock pays no dividends, and the continuously annualized risk free rate is r=4%. Each period has a length of one year. a) Find the risk neutral probability q* of this model b)Recall that an asian strike option has a strike price that is equal to the average stock price: Payoff at maturity =St - average(S0, S1,.... St) What is the today's price of the Asian strike option in this binomial tree model? c)recall that a barrier option is an option that comes into existence only when the stock price hits a certain level. Consider the following barrier option: As soon as the stock price is below 25, it comes existence and becomes an american put option with strike K=20. What is the price of this barrier option today?