Consider a two period two state world. Let the current stock price be $75 and the risk free rate be 4%. Each period the stock can either go up by 15 percent or down by 5 percent. A stock option expiring at the end of second period has an exercise price of $70. a. Find the stock price sequence? b. Determine the possible prices of the call at expiration? c. Find the possible prices of call at the end of the first period