Suppose the current stock price of Cameco is $11.30 per share, dividend yield is 3.5% per year (CCR). Expected return is 12% per year, volatility is 29% per year, and skewness of annual return is 0.21. The risk-free rate is 2% per year (CCR). Use the expected return, volatility, and skewness values to find the binomial up-state and down-state holding period returns, and the probability of the up-state return. Construct a binomial model for the stock price of Cameco with 2 annual periods. Construct a tracking portfolio (at the current time t = 0) using Cameco stock and the risk-free asset to replicate a European call option expiring in 2 years with a strike price of $12 based on the binomial model. Find the value of the above call option using the tracking portfolio. Find the risk neutral probabilities and use the risk-neutral method to find the value of the above call option. Find the value of a European put option expiring in 2 years with a strike price of $12 using the binomial model