question 8.4 plz

8.1. The stock price process for a stock is given by (S0, S1, S2, S3) in the 3-period binomial model with model parameters ru, and d as given below: 3 1 10 U d So = 32 Work out the following for a 3-period American put on this stock with a strike price of 23 The full price process tree (S0, S1,S2,S3) for this stock. The full intrinsic value process tree (Go, G1, G2, G3) for this security. . The full value process tree (V, VI, V2, V3) for this security. 8.4. Work out the pricing tree for a 3-period, strike 23 European put. Denote the value process for this European security and call value process for the American security from the prior problem V.. After you have completed this, compare the two trees and determine when the two values are equal and which one has a larger value when they are not equal