Suppose that Stock XYZ is currently trading at $30 and does not pay any dividends. Using a binomial tree with two periods, we would like to price a lookback option written on this stock that pays max(30-Smin.0) where Smin is the minimum stock price during the lifetime of the option. Assume that the option will expire in one month, annual continuously compounded interest rate is 5% and the volatility of the stock is 20% per year. Find the price of the exotic option. O 2.95 00 O 3.56 0.85