[30 marks] Below information is the current market data for stock and stock option of Company ABC. Current Stock price = $481 per share Option Strike = $490 Option time to expiry = 90 days Stock Option Style = EurOpean Day count convention = ACT I360 Annualized Volatility = 29% Continuous compounding risk-free interest rate = 1.25% per annum The research student developed below tree diagram of 3-periods binomial option pricing model (Cox, Ross & Rubinstein) to calculate the European optiou theoretical price. ELEM ' W2 Billed} / H-~/\\ Where: 51-510 = Stock Value Projection at dil'ferarit period nod-a V1-V1O I Option Value at afferent period node a) [5 points] Please calculate below intermediary parameters of binomial option pricing model. ' At = period interval in each binOmial nodes 0 DP = discount factor in each binomial nodes u = up jump size ' d = down jump size p = risk neutral probability of up jump size Please show the calculation expression of each intermediary parameters with result in 6 decimal points accuracy. b) [11 points] Based on the Stock Value Projection result given in the tree diagram, please compute the European call option theoretical price. 0 please show all your calculation to derive the value of V1 to V10; and 0 indicate the Eur0pean call option price result clearly. Show the calcuiation expression with result in 6 decimal points accuracy. c) [11 marks] Continued from b), applying the same tree diagram, please compute the European put option price. - please Show all your calculation to derive the value of V1 to V10; and - indicate the European put option theoretical price result clearly. Show the calculation expression with result in 6 decimal points accuracy. cl) [3 marks] Please demonstrate how you validate your computed put and call option theoretical price above are valid? Show your validation answer with 2 decimal paints accuracy will be su'icient