The following information refers to parts AB below, select the right answer from the dropdown menu. Consider a three period binomial timestate model in which there are two securities, a bond and a stock. The bond price increases 2% of its prior value in every period and its initial price is 1. The payments made by the stock are shown in the binomial tree below: Stock The Paton, vector represents the atomic (timestate) prices of elementary payment for states g, b, gg, gb, bg and bb, respectively, rounded to 4 decimal digits. Patom = (0.3922, 0.5882, 0.1538, 0.2307, 0.2307, '2)