The price of ABC stock is binomially distributed, either moving up 20%, or down 20%, each period. Assume there are no dividends. The current stock price is $100/shr, and the risk-free rate is 4% per period a) Show the implied 2 period pattern (show to, t1 and t2) of future stock prices and find the pseudoprobability up of an up move b) find the value of a two period ABC American CALL that expires att2 and whose strike price is $110/hr cfind the value of a two period ABC American PUT that expires at 12 and whose strike price is $110/shr di Qualitatively, how would a large dividend change these values? The price of ABC stock is binomially distributed, either moving up 20%, or down 20%, each period. Assume there are no dividends. The current stock price is $100/shr, and the risk-free rate is 4% per period. a) Show the implied 2 period pattern (show to, t1 and t2), of future stock prices, and find the pseudoprobability, "P" of an up move. b) find the value of a two period ABC American CALL that expires at t2 and whose strike price is $110/shr. c) find the value of a two period ABC American PUT that expires at t2 and whose strike price is $110/shr d) Qualitatively, how would a large dividend change these values