3) The price of a stock is currently S. You have a put option on the stock with strike price K. On the expiry date, the price of the stock could be S1 or S2, where K>S1>S2 Suppose the expiry date happens in T years from today and the interest rate is R per year, compounded continuously. Find the price of the put option. (Note the value of the strike price K with respect to S1 and S2 !! This is very important for getting the correct payoff to use...)