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18. We repeat the previous question with higher volatility and interest rates and with lower dividends. Consider a two-period binomial tree with the following parameters: S = 100. u = 1.20, 0.80, and R. 1.10. Suppose also that a dividend of $2 is expected after one period. (a) Compute the risk-neutral probability in this world. (b) Find the tree of prices of an American call option with a strike of 100 expiring in two periods. (c) What is the early-exercise premium