9. (20 pts) In a single time-step binomial model, suppose A(O) = 50, A(1) = 60, S(0) = 100, and S150, with probability p=0.4; S(1) = with probability 1-p=0.6. (9a) (10 pts) Find the one time-step return r on the risk-free asset, the one time-step return K on the stock, and the risk-neutral probability p. 180, (9b) (10 pts) Find the time zero price PO) of a put option with strike price K = 150 and exercise time T = 1