On 9/27/2023, you collect the closing price of each asset: You also know that the 3 -month SOFR is 5.39% per year whereas the 3 -month Euribor reference rate is 3.94% per year. All rates are expressed with continuous compounding and you can assume that they stay constant at all periods in your tree. 1. Build an n-period binomial tree for TSLA, the S\&P 500 and the EUR/USD exchange rate as of 9/27/2023. On Canvas, you will find a grade for an assignment called Number of Periods. Use this number as your value for n. To compute up and down movements for each period, use u=et and d=1/u, where t=T,T=3/12, and is the annualized volatility that you computed in Problem 1. That is, your tree will span a period of 3 months. You will use the binomial trees to compute the values of the options described below. 2. Compute the price of European call and put options as of 9/27/2023 written on TSLA and expiring in 3months with strike price K=$245. Express the price of each option per share. 3. Compute the price of European call and put options as of 9/27/2023 written on the S\&P 500 and expiring in 3-months with strike price K=4,280. SPX options are cash settled and their payoffs are equal to $100max(SK,0) for calls, and $100max(KS,0) for puts, where S is the value of the index at expiration. In your computations use a dividend yield of 1.45% per year expressed with continuous compounding. 4. Compute the price of 3-month European call and put options as of 9/27/2022 written on the EUR/USD over a notional of EUR 1,000,000 with strike price K=1.10