4. You are given the following information about two currencies and a 1.5-year euro-denominated Amer- ican put option to sell dollars for euros: (i) The exchange rate is modeled with a 2-period binomial tree. (ii) The spot exchange rate is 0.85 /$. (111) At each node the exchange rate is expected to go up by 11% or down by 11%. (iv) The risk-free rate of a euro is 5.5%. (v) The risk-free rate of a dollar is 6%. (vi) The strike price of the underlying put is 0.9 /S. Calculate the price of the put option. 4. You are given the following information about two currencies and a 1.5-year euro-denominated Amer- ican put option to sell dollars for euros: (i) The exchange rate is modeled with a 2-period binomial tree. (ii) The spot exchange rate is 0.85 /$. (111) At each node the exchange rate is expected to go up by 11% or down by 11%. (iv) The risk-free rate of a euro is 5.5%. (v) The risk-free rate of a dollar is 6%. (vi) The strike price of the underlying put is 0.9 /S. Calculate the price of the put option