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4. The symbols in this problem are as defined by the textbook for the binomial model with two steps, i.e., T = 2. This problem is about the option price of a European call option. See, for example, Exercise 6.5, p. 154. Data: S(0) = 120, X = 110, U = 0.3, D = -0.1, and R=0.1. (a) (7 pts) Find the expected payoff. (b) (7 ptsFind the price C#(0) of the option. 5. (20 pts) The symbols in this problem are as defined by the textbook for the binomial model. You are asked to find the price of a European call option where the exercise time T = 3 and a dividend div = 15 is paid at time I = 2. Data: S(0) = 120. X = 110, U = 0.2. D = -0.1 and R = 0.1 4. The symbols in this problem are as defined by the textbook for the binomial model with two steps, i.e., T = 2. This problem is about the option price of a European call option. See, for example, Exercise 6.5, p. 154. Data: S(0) = 120, X = 110. U = 0.3, D = -0.1, and R=0.1. (x) [7 pts) Find the expected pavofl. (b) 17 pts) Find the price () of the option. 5. (20 pts) The symbols in this problem are as defined by the textbook for the binomial model. You are asked to find the price of a Europeut call option where the exercise time T=3 and a dividend vliv = 15 is paid at time = 2 Data: S(O) = 120. X = 110,0 = 0.2.D = -0.1 and R-01