gefilt stock is currently trading at $50 per share, pays no dividends and has u (percentage stock goes up) = .05 and d percentage stock goes down) = -.05. The periodic risk-free rate is 2%. a) Draw a 2-period tree diagram for the possible stock prices b) Calculate Pu, Pd, Pu2, and Pd2 c) Calculate P (50, 2, 50) using the two period BOPM. Assume the option is European d) Find the hedge ratio and describe the makeup of the risk-free portfolio that can be composed based on the hedge ratio e) Which of the above answers would have to be adjusted if the put were American and what would the new values be?