Consider a one$-$period trinomial model for a stock price $S.$ The current price of the stock is $S_0=$$$89.$ The stock can either

go up by a factor $u=1\mathrm{.}2($state $1),$ stay the same $($state $2),$ or go down by a factor $d=0\mathrm{.}5($state $3).$ The risk$-$free rate is

$r=3\%.$ Calculate the possible stock prices at the end of the period.

Stock prices at the end of the period: