Consider a stock with time 0 price 100 USD. The stock has a continuous dividend rate 8 = 0, 1. Continuous risk-free interest rate is r = 0,05. The stock's volatility is o = 0,3. Use a binomial model with three periods where each period is h = 1/3 year( 4 months). a) Draw a binomial price for the share price. Use 'rise factor urer-8)htova and 'decline factor d=er-5)h-ovh b) What will be the time O market value of a European at-the-money call option (call) with maturity in one year? Consider a stock with time 0 price 100 USD. The stock has a continuous dividend rate 8 = 0, 1. Continuous risk-free interest rate is r = 0,05. The stock's volatility is o = 0,3. Use a binomial model with three periods where each period is h = 1/3 year( 4 months). a) Draw a binomial price for the share price. Use 'rise factor urer-8)htova and 'decline factor d=er-5)h-ovh b) What will be the time O market value of a European at-the-money call option (call) with maturity in one year