Problem 2. [5 points | (Asset-or-nothing call option) Find the price of the claim with the payoff function S(N)1(K,o)(S(N)) when the stock price follows the binomial model. Problem 3. [ 5 points | Compute the value of an American put expiring at time 3 with strike price K = 62 on a stock with initial value S(0) 60 in a binomial model with U = 0.1, D = -0.05 and R 0.03. Problem 2. [5 points | (Asset-or-nothing call option) Find the price of the claim with the payoff function S(N)1(K,o)(S(N)) when the stock price follows the binomial model. Problem 3. [ 5 points | Compute the value of an American put expiring at time 3 with strike price K = 62 on a stock with initial value S(0) 60 in a binomial model with U = 0.1, D = -0.05 and R 0.03