Consider the following binomial tree. The interest rate is 0.2 % per month 6. Months Later Now 2 Months Later u'S133.10 - uS=121.00 S110.00 udS 110.00 dS100.00 d'S-90.91 (1) Use the tree to price a put option maturing in 1 month with strike price equal to 108. (2) If I sell one contract of this put option, what is my maximum profit and maximum loss? (3) Use the tree to price a call option maturing in 2 months with strike price equal to 103. Consider the following binomial tree. The interest rate is 0.2 % per month 6. Months Later Now 2 Months Later u'S133.10 - uS=121.00 S110.00 udS 110.00 dS100.00 d'S-90.91 (1) Use the tree to price a put option maturing in 1 month with strike price equal to 108. (2) If I sell one contract of this put option, what is my maximum profit and maximum loss? (3) Use the tree to price a call option maturing in 2 months with strike price equal to 103