part e please A share price in a two-period binomial model evolves according to this diagram: S(2) - 250 s(1) - 200 $(0) - 100 (2) - 70 S(2) - 320 $(1) - 80 5(2) - 50 time 2 Assume that interest is compounded continuously at rate 3% (c) Find the no-arbitrage price of a European call option on the share with strike K = 290 and expiry date T = 2. State your answer to three significant figures. (d) Use the put-call parity formula and your answer to (c) to find the no-arbitrage price of a European put option on the share with strike K = 290 and expiry date T = 2. State your answer to three significant figures. Suppose, in addition, that the real world probability that the share goes up in the first step is 0.55. (e) (1) Explain whether or not this additional information changes your answer to part (c)? (ii) Find the expected value of the price of the call option in part (c) at time 1. State your answer to three significant figures