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The movement of a share price over the next two months is to be modelled using a two-period recombining binomial model. Over each month, it is assumed that the share price will either increase or decrease by 10%. (i) Over each month, the risk-neutral probability of an up-step is q=0.55. Calculate the monthly risk-free force of interest , that has been used to arrive at this figure. [1] (ii) The current share price is 1. The annualised expected force of return on the share is /=30%. Calculate the state-price deflators in each of the three possible final states of the share price. [4] (iii) Calculate the value of each of the following two-month derivatives: (a) a derivative with payoff profile (1,0,0) (b) a derivative with payoff profile (0, 1, 0) (c) a derivative with payoff profile (0,0,1) id) a European call option with a strike price of K =0.95 (e) a European put option with a strike price of K = 1.05 (f) a derivative whose payoff is 2x 5 -0.98 , where S is the share price at the end of the two months. [5]