We consider the 3-period model seen in class with the parameters So = 4, y = 2, d = 1/2, r = 1/5, K = 2. The price of the underlying asset is denoted by Sn for n = 0, 1, 2, 3. Compute the price Vo, at time 0, of a European call option on the underlying asset Sn with payoff V3 - (S3 2)+ at time 3