Consider the 2-period binomial model with a risk-free asset A with A(O) = 1, interest rate r = 0.08Z and a stock S with S(O) = 100, "up" return u = 0.2X and "down" return d = -0.1Y. 1. Compute the stock price process S(O), S(1), S(2). 2. Compute the discounted stock price process (O), (1), (2). Consider the 2-period binomial model with a risk-free asset A with A(O) = 1, interest rate r = 0.08Z and a stock S with S(O) = 100, "up" return u = 0.2X and "down" return d = -0.1Y. 1. Compute the stock price process S(O), S(1), S(2). 2. Compute the discounted stock price process (O), (1), (2)