Problem 1. [1 point] Consider a viable T-period Binomial Model with parameters d,r,u, and p=1/2. (Note that u,r, and d are fixed but arbitrary real numbers.) Let {S0,S1,,ST} be the stock process. Show that there exist constants and such that E[log(S0St)]=t and Var(log(S0St))=t Express the constants and in terms of u and d. (Simplify your answers as much as possible.)