Consider a stock with an initial price of $135 and suppose that the expected value and volatility (i.e. standard deviation) of the annual log-return on the stock are 4% and 10%, respectively. In an N-period binomial tree model with N = 30: (a) Estimate the parameters u ("up state" factor), d ("down state" factor), and p (real-world probability that stock increases in price). U= d = P = to 6 decimal places to 6 decimal places % to 4 decimal places (b) Using the rounded results from part (a), calculate the expected value of a single-period return on the stock. E[r] = (c) Using the rounded results from parts (a) and (b), calculate the expected value of the stock price at the end of the year. E[S30] = $ % to 4 decimal places