The price of ABC stock is binomially distributed, either moving up 30%, or down 20%, each period. Assume there are no dividends. The current stock price is $100/shr, and the risk-free rate is 5% per period. a) Show the implied 2 period pattern (show t0, 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 $105/shr. c) Find the value of a two period ABC American PUT that expires at t2 and whose strike price is $105/shr. d) FInd the value of a two period ABC European PUT that expires at t2 and whose strike price $105/shr.