Consider a binomial tree model with current stock price S=$95, and parameters d=0.85, u=1.05, r=3.5%. a) Determine the risk-neutral probability p = b) Determine the no-arbitrage price of a European call option with strike price K=$104 and expiry time T=2: Call price = $ c) Determine the no-arbitrage price of a European put option with strike price K=$104 and expiry time T=2 Put price = $ Consider a binomial tree model with current stock price S=$95, and parameters d=0.85, u=1.05, r=3.5%. a) Determine the risk-neutral probability p = b) Determine the no-arbitrage price of a European call option with strike price K=$104 and expiry time T=2: Call price = $ c) Determine the no-arbitrage price of a European put option with strike price K=$104 and expiry time T=2 Put price = $