Consider the 3-period binomial model with S0=100,u=2,d=21 and r=41. Find the current price and compute the number of shares of stock which should be held by the replicating portfolio at time 0,1 and 2 for: (a) Lookback call option with a strike price of $100 that pays off (at time three) V3=(max0n3Sn100)+ (b) Lookback put option with a strike price of $100 that pays off (at time three) V3=(100min0n3Sn)+ (c) Asian call option with a strike price of $100 whose payoff (at time three) is V3=(41Y3100)+ where Y3=k=03Sk is the sum of stock prices between time 0 and time 3 . Consider the 3-period binomial model with S0=100,u=2,d=21 and r=41. Find the current price and compute the number of shares of stock which should be held by the replicating portfolio at time 0,1 and 2 for: (a) Lookback call option with a strike price of $100 that pays off (at time three) V3=(max0n3Sn100)+ (b) Lookback put option with a strike price of $100 that pays off (at time three) V3=(100min0n3Sn)+ (c) Asian call option with a strike price of $100 whose payoff (at time three) is V3=(41Y3100)+ where Y3=k=03Sk is the sum of stock prices between time 0 and time 3