2. (POINTS: 35) Consider a binomial model with So = 100, # = 1.2, d = 0.9 and F = 0.05. Here is the stock price tree: 144 120 So - 100 108 90 81 Consider a derivative that pays $10 if the final stock price is 144, $0 if the final stock price is 108, and $4 if the final stock price is 81. Here is how the derivative payoff tree looks like 10 D Da Using the appropriate binominal model and replicating portfolios, price the derivative following these steps: 2.1) Compute D.. (Points: 10) 2.11) Compute Dy. (Points: 10) 2.Ill) Usind Dy and Da, compute D (Points: 10) 2.IV What combination of Puts and Calls can deliver the payoffs of such derivative? What is the name of such strategy? You DO NOT have to work the numbers, just provide how calls and puts should be combined and the name of such strategy. (Points: 5)