2. Consider a two-step Binomial model. You are given the following incomplete tree, corresponding to a European put option with strike price K = 65. 0 2.6545 14.6 17.09 35.6 Figure 1: European put with K = 65. (a) (3 points) Compute the discrete time interest rate per period r and the risk-neutral probability p*. (b) (3 points) Find the price of the put option at f = 0 and draw the complete binomial tree for the stock price