1.05, d = Consider a stock with a Binomial Lattice Model (BLM) and parameters u = 0.95. The current price of the stock is $480 per share and pays no dividends. A put option on this stock has an expiration date 2 months from now with a strike price of $460. The current risk-free annual interest rate is 1% compounded monthly (a) Draw the BLM of the stock. (b) Find the risk-neutral probability and use it to calculate the theoretical price of the put. (c) Use the Put-Call parity equation to compute the corresponding price of the call option. 1.05, d = Consider a stock with a Binomial Lattice Model (BLM) and parameters u = 0.95. The current price of the stock is $480 per share and pays no dividends. A put option on this stock has an expiration date 2 months from now with a strike price of $460. The current risk-free annual interest rate is 1% compounded monthly (a) Draw the BLM of the stock. (b) Find the risk-neutral probability and use it to calculate the theoretical price of the put. (c) Use the Put-Call parity equation to compute the corresponding price of the call option