7. A European option is modeled with a 1-period binomial tree. You are given the following to determine A for a 6-month European put option with a strike price of 20. (a) The stock price is 20. (b) The strike price is 20. (c) The continuously compounded risk-free rate is 3%. (d) The continuous dividend rate is 1%. (e) for a 6-month European call option is 0.4. 7. A European option is modeled with a 1-period binomial tree. You are given the following to determine A for a 6-month European put option with a strike price of 20. (a) The stock price is 20. (b) The strike price is 20. (c) The continuously compounded risk-free rate is 3%. (d) The continuous dividend rate is 1%. (e) for a 6-month European call option is 0.4