Consider a stock with an initial price of $110 that has a 90% chance it will be 20% higher after each period or 30% lower otherwise. (a) Determine the risk-neutral probability of the stock price increasing in value in one period). Assume that the current risk- free rate in the market place is 6%. P = % to 2 decimal places (b) Listing stock values in decreasing order, use the risk-neutral probability in part (a) to complete the following portion of the 3-period binomial tree model for the stock. [Note: Do not calculate the values at each level. Use appropriate formulae.] k Stock Value att = 0 - Sak Stock Value at t = 3 (S3 = S3,k) as a percent to 2 decimals 110 NOTE: Only input numeric values in the chart. Do not input s or%. (c) Using the risk-neutral probabilities, find | P(S,