A 1-year American put option on a stock is modeled with a 2-period binomial tree. You are given: i) The current stock price is 90. ii) The strike price is 100. iii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 2%. iv) u= 1.2 and d=0.8. v) The continuously compounded risk-free interest rate is 5%. Estimate annual 6 at the initial node. A 1-year American put option on a stock is modeled with a 2-period binomial tree. You are given: i) The current stock price is 90. ii) The strike price is 100. iii) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 2%. iv) u= 1.2 and d=0.8. v) The continuously compounded risk-free interest rate is 5%. Estimate annual 6 at the initial node