Question 2 (10 points) Let S=$300, K=$300, r=10% risk-free interest rate, (continuously compounding), T=3 years, n=3, three-period binomial tree, 656.5%, continuous dividend yield on the stock, u=1.25, and d=0.7. a) Construct the binomial tree for the stock. b) Compute the prices of American and European calls. c) Compute the prices of American and European puts by using risk-neutral approach. cl) What is your replicating portfolio today for European Call and Put options in part (b) and (c)? e) What is your replicating portfolio today for American Call and Put options in part (b) and (c)