Question 6 (30 pts). Consider the 3-period binomial model with S0=200,u=2,d=21 and r=41. Find the current price and compute the number of shares of stock which should be held by the replicating portfolio at time 0,1 and 2 for: (a) Lookback call option with a strike price of $100 that pays off (at time three) V3=(max0n3Sn100)1. (b) Lookback put option with a strike price of $300 that pays off (at time three) V3=(300min0n3Sn)+. (c) Asian call option with a strike price of $200 whose payoff (at time three) is V3=(41Y3200)1, where Y3=k=03Sk is the sum of stock prices between time 0 and time 3