Exercise 5. Consider the two-periods binomial model (N = 2) with So-200, u = 1.2, d = 0.8 and take the interest rate r = 0.1. Consider the standard Asian call option with maturity N 2 and strike K- 200. The payoff of the option at maturity equals i=0 i) Compute the arbitrage-free price Vo ii) Compute the number of stocks in the hedging replicating portfolio. (3 points )