Consider the 3-period binomial model with So = 200, u = 2, d = // and r = Find the current price and compute the number of shares of stock which should be held by the replicating portfolio at time 0, 1 and 2 for: (a) Lookback call option with a strike price of $100 that pays off (at time three) 100) (b) Lookback put option with a strike price of $300 that pays off (at time three) where Y3 = 3 V3 k=0 = (c) Asian call option with a strike price of $200 whose payoff (at time three) is (Y-200) Y3 V3: = 300 - min Sn 0