You are given the following information about a stock and an option on this stock: i) The current stock price is 70. ii) The stock price is modeled with a 2- period binomial tree with u = 1.2 and d= 0.9. iii) A two-year up-and-in barrier call option with barrier 80 and strike price 75 is priced using this binomial tree. iv) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 3%. v) The continuously compounded risk-free interest rate is 6%. It is assumed that the price movements within each period are monotonic. Calculate the price of this call option. You are given the following information about a stock and an option on this stock: i) The current stock price is 70. ii) The stock price is modeled with a 2- period binomial tree with u = 1.2 and d= 0.9. iii) A two-year up-and-in barrier call option with barrier 80 and strike price 75 is priced using this binomial tree. iv) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 3%. v) The continuously compounded risk-free interest rate is 6%. It is assumed that the price movements within each period are monotonic. Calculate the price of this call option