The following information refers to parts 1-5 below, select the right answer from the drop-down menu and answer the compute questions. Consider a three-period (0, 1, and 2) binomial time-state model in which there are two securities, a bond and a stock. The payments made by the stock are shown in the binomial tree below: Stock The patom vector represents the atomic (time-state) prices of elementary payment for states 9, b, 99, 9b, by and 00, respectively. patom =(0.63 0.30 0.39 0.19 0.19 0.10) Round your answers to 3 decimal digits if necessary. 1) Compute the discount factor of period 2: C] 2) Compute the forward atomic price of state 9: C] 3) Compute the arbitrage-free price of a European put option on the stock expiring at period 2 with strike price 1.0069: C] 4) Compute the arbitrage-free price of an American put option on the stock expiring at period 2 with strike price 1.0069: C] 5) In which period-state do you exercise the American put option above? E]