Consider the N = 10 - period binomial model with Parameters S_0 = 4, u = 2, d = 0.5, e^rh = 0.8, delta = 0. For the stock value S, define the payoff g(S) = S + 10. Compute the initial price difference between an American and European version of this option, i.e. V^A_0 - V^E_0, using this payoff function g(S) for these 10- period options