= (20 pts) Let N = {W1, W2, W3,W4} and T = 2 (time to maturity). Suppose that the risk-free asset has prices A(0) = 100, A(1) = 110 and A(2) 132, and suppose that the stock price is described as follows: = = = Scenario S(0) S(1) S(2) 100 120 150 100 120 114 W3 100 80 100 100 80 70 Find the risk-neutral probability P. and the price P(O) of European put option with a strike price of K = 120 and expiry time T = 2. = (20 pts) Let N = {W1, W2, W3,W4} and T = 2 (time to maturity). Suppose that the risk-free asset has prices A(0) = 100, A(1) = 110 and A(2) 132, and suppose that the stock price is described as follows: = = = Scenario S(0) S(1) S(2) 100 120 150 100 120 114 W3 100 80 100 100 80 70 Find the risk-neutral probability P. and the price P(O) of European put option with a strike price of K = 120 and expiry time T = 2