We consider a market that consists of a dividend-paying stock and a risk-free asset. Suppose we have an option written on the stock that has payoff VT=Vu if ST=uS0 and VT=Vd if ST=dS0. Find the no-arbitrage price of this option and express it in terms of a mathematical expectation of the discounted option payoff (1+r)1VT under probability measure Q. What are the probabilities of ST=uS0 and ST=dS0 respectively under