9. (5 points) Consider a European put option on a stock. with a $30 strike and 1-year to The stock does not pay dividends, and its current price is $25. Suppose the volatility of 20%. The continuously compounded risk-free interest rate is 7%. Use a two-period binor calculate the following: (all the intermediary calculation steps are required) (a) All possible stock prices. (b) The option premium (without the use of A and B)