) ICIOSB (MSFT) currently trades at $110 per share. Over the next four months it will either rise by 5% or fall by 5% every two months. The actual probability of stock price going up (or down) by the respective percentage is 0.8 (or 0.2). (a) What is the value of a four month at-the-money European put option on MSFT? (b) If the put option above is American style, what is its value? (c) Using put-call parity, compute the value of a four month at-the-money European call option on MSFT. (d) If the call option above is American style, what is its value? Why? (e) Do your answers to (a) through (d) change, apd if so in what way do they change, if you find out that in fact, the actual probability of stock price going up is 0.6 instead of 0.8? Explai