Value of a stock is currently at $100. Volatility of that stock is 20% per year and risk-free interest rate with continuous compounding is at 4% per year. Suppose you are planning to value a 12-month European call option using a four-step binomial model. Strike price for the option is $102. a. What are the value of u, d and q? b. Draw stock tree using the information provided. Indicate value of stock at expiration as well as at the intermediate nodes. There should be 14 values.