Consider a 2-year European put on stock XYZ with a strike price of 5.2 CAD, where the current market price for one share of XYZ is 5.0 CAD. We suppose that there are two time steps of 1 year, and in each time step the price moves up by 30% or moves down by 10%. It is equally likely that prices go up or down. We also know the risk-free rate in Canada r = 5%. a. Draw a binomial tree and calculate prices for each node. b. What is a forward price F0,1? C. Calculate the risk-neutral probability q. d. What are the possible put prices in time t = 2? e. What are the possible put prices in time t = 1? f. What is the put price in time t = 0