Solve Question 2 only please.

Problem 1. Consider an one period model with three states and two assets, a risk-free bond B and a stock. Suppose that Bo = 100, BT 105, So = 10 and St = (8, 9, 12). Consider a call-option on the stock with exercise price K = 10. Find all the possible arbitrage-free prices for the call option. Problem 2. In the model of Problem 1, calculate all the all the possible arbitrage-free prices for a put option with strike price K = 10. Problem 1. Consider an one period model with three states and two assets, a risk-free bond B and a stock. Suppose that Bo = 100, BT 105, So = 10 and St = (8, 9, 12). Consider a call-option on the stock with exercise price K = 10. Find all the possible arbitrage-free prices for the call option. Problem 2. In the model of Problem 1, calculate all the all the possible arbitrage-free prices for a put option with strike price K = 10