Consider a 4 period binomial asset pricing model for stock, with So = 4,u = 2, d = 0.5, r = \:p = ka ,=, thus p = Q = 1 (a) Determine the price at time 0, denoted V, of the American put that expires at time 4 and has intrinsic value gp(s) = (4 s)*. (b) Determine the price at time 0, denoted V, of the American call that expires at time 4 and has intrinsic value gc(s) = (s 4)+. Consider a 4 period binomial asset pricing model for stock, with So = 4,u = 2, d = 0.5, r = \:p = ka ,=, thus p = Q = 1 (a) Determine the price at time 0, denoted V, of the American put that expires at time 4 and has intrinsic value gp(s) = (4 s)*. (b) Determine the price at time 0, denoted V, of the American call that expires at time 4 and has intrinsic value gc(s) = (s 4)+