The current stock price So is $60 in a two-period binomial model. The stock moves up with u= 2 and down with d= .5 in each period. Assuming the gross effective annual interest rate is a constant, es = 1.1. The resulting tree for the stock price (and its running average) looks like this: Sul = 240 Average = 140 Su = 120 Average = 90 So=60 Sud = 60 Average = 75 So= 30 Average = 45 Sda = 15 Average = 35 For example, if the stock price is 60 and goes to 120, then the average is (60+120)/2 = 90. If the stock price then goes up to 240, then the average is (60+120+240)/3 = 140. a) Draw the tree with all values of a two-period European call option with strike price $100. b) An Asian" call option gives the holder the right to buy the stock at the time 2 by paying the average stock price over the life of the option. What is the value of an Asian call option at time zero