Create a binomial tree for a stock, based on (with our usual notation): Length of period: in days: 180 in years: T = 0.493151 (using a 365 day year) Continuously compounded rate: r = 0.06 Initial stock price: 8(0) = 102 Volatility parameter: c = 0.8 The drift parameter: m = 0.04 Number of sub-periods: n = 3 In the grey area, use at least six decimal places. Length of subinterval in years: h = Up-factor: u = Down-factor: d = FV($1) per period: R(0,h) = R = Risk-neutralized upprobability: n = We are given Texpiration European call and put with strike price K = 95 Complete the binomial tree for the stock and for the two options. For prices on the binomial trees, use at least 3 decimal places. Verify the put-call parity relationship for time-0 prices. Show work. p(0) =