Give an exa dmple of a Cox$-$Ross$-$Rubinstein model with expected relative stock return

equal to $1\mathrm{.}1$: E$[$S$($t$)/$S$($t$1)]=1\mathrm{.}1,$ and variance equal to $0\mathrm{.}20$: Var$($S$($t$)/$S$($t$1))=$

$0\mathrm{.}20.$ That is$,$ choose the value of parameters p$,$ u$,$ and d so that these conditions

are satisfied