Consider the 2-period binomial model with So = 200, u = 2, and r = 1 (a) What is the time-zero price of a (European) call option with a strike price of $150? Compute the number of shares of stock which should be held by the replicating portfolio at time 0 and 1. (b) What is the time-zero price of a lookback put option with a strike price of $150 that pays off (at time two) V= (150 min, s.): V2= ( 150 min Sn. 0<>