Consider the following financial instrument: it is a derivative over a stock. It has a maturity of one year. At the end of one year, if the stock price increases above the strike, your payoff is the square root of the final stock price plus 5 (i.e., sqrt(S(t)) + 5). If the stock price decreases below the strike, your payoff is the square root of the final stock price minus 4 (i.e., sqrt(S(t)) -4). Now, imagine the current stock price is 520 per share and the strike is S17. The volatility is 20% p.a. The risk free rate is 2% p.a. The option expires in one year. Estimate a price for the derivative. If you decide to use trees. Please assume two periods.