Risk Neutral Option Price under Binomial Lattice Consider a stock with price St at time t. Following a binomial lattice model, at time t + 6t the stock price will be S _ List, with probability p \"at _ as, with probability 1 p where p = 81:? is the riskneutral probability, 1" is the riskfree rate, it is the upstep and d is the downstep. The option price at time t is given by f(St,t) = 8\";t - (p f('u,St,t + 515) + (1 p) f(dSt, t + 613)) (*) Derive the option formula (*) by forming a portfolio with a long position of one unit of the option and a short position of a units of the underlying asset and determine a