Footnote 2 of the main textbook states that you can think of path dependence in the context of a binomial pricing model. Assume today's stock price is $35, the continuously compounded risk-free interest rate is 6%, the time to expiration is 9 months, the continuously compounded dividend yield is 2%, and the stock's annualized standard deviation is 30%. (a) Construct the three-period binomial tree for the stock price. (b) Demonstrate the path dependence of an Asian geometric average strike call with one year to maturity in a three-period binomial tree. (c) Calculate the price of the geometric average strike call. Footnote 2 of the main textbook states that you can think of path dependence in the context of a binomial pricing model. Assume today's stock price is $35, the continuously compounded risk-free interest rate is 6%, the time to expiration is 9 months, the continuously compounded dividend yield is 2%, and the stock's annualized standard deviation is 30%. (a) Construct the three-period binomial tree for the stock price. (b) Demonstrate the path dependence of an Asian geometric average strike call with one year to maturity in a three-period binomial tree. (c) Calculate the price of the geometric average strike call