4. You are given the following information for a two-step binomial tree model for a given stock: The current price of the stock S = $100 Each time step in the tree is one year During each time step the stock price either rises to S x u or falls to Sx d, where u= eto d=e-o The volatility o = ln(2) The stock pays no dividends The continuously compounded annual risk-free interest rate r = ln(2) Using the binomial options pricing model, compute the value of a 2-year European put option on this stock with strike price $409. Please round your answer to the nearest hundredth (round to 2 decimal places). 4. You are given the following information for a two-step binomial tree model for a given stock: The current price of the stock S = $100 Each time step in the tree is one year During each time step the stock price either rises to S x u or falls to Sx d, where u= eto d=e-o The volatility o = ln(2) The stock pays no dividends The continuously compounded annual risk-free interest rate r = ln(2) Using the binomial options pricing model, compute the value of a 2-year European put option on this stock with strike price $409. Please round your answer to the nearest hundredth (round to 2 decimal places)