Consider a non-dividend paying stock whose current price is $100 per share. Its volatility is given to be 0.28. You model the evolution of the stock price over the following year using a two-period forward binomial tree. The continuously compounded risk-free interest rate is 0.06. Consider a $100-strike, one- year knock-in call option with a barrier of $110 on the above stock. What is the price of this option consistent with the above stock-price model? Consider a non-dividend paying stock whose current price is $100 per share. Its volatility is given to be 0.28. You model the evolution of the stock price over the following year using a two-period forward binomial tree. The continuously compounded risk-free interest rate is 0.06. Consider a $100-strike, one- year knock-in call option with a barrier of $110 on the above stock. What is the price of this option consistent with the above stock-price model