Select a real company in this case sea limited$,$ What is the current stock price? $-$ pick values for u and d $($such that they average to $1).$ What are the possible stock prices after $1$ period? After $2$ periods? Next, suppose there is a $2-$year European put option on the stock with a strike price equal to the current price, and suppose the risk$-$free rate is $4\%$ per year. What is the price of the put option? Please show all work. second question $=$ Using the same company sea limited and set of numbers as above, suppose the put option is American. What is the price of the put option? Please show all work.