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5. The price of Apple is $197 today. Its annualized volatility in the past year is 20%. Consider a call option expiring in 6 months with strike price K-195. Assume the interest rate is 0. (1) In a one-period binomial tree model, calculate the risk neutral probability q, parameters u eyT and d e-, where is the annualized volatility and T is and d. Recall that u period in years (2) Calculate the price of the call option in this one-period model (3) Calculate the price of the call option in a two-period model (note that in this case, T is 3 months instead of 6 months, so you have to re-calculate q, u and d) 4) Extra credit: using computer programs or by hand, compute the option price under a 5- period binomial tree model (5pts, and the total score on this problem set cannot exceed 100)