The current price of a (non-dividend paying) stock is $100 per share and has a volatility of 39.72% per annum. The risk-free interest rate is 10% per annum continuously compounded. If expiration is 1 year away and the exercise price is $100 then find the value now of a European call and put by using The Binomial Tree Method with n=4 subintervals. Use a 4-period tree with all the values at all the nodes for the stock, call and put. Confirm your work by Put-Call Parity. a. C100= b. P100=