A European option is modeled with a 1-period binomial tree. You are given the following to find for a 6-month European call option with a strike price of 40. 1. The strike price is 40. 2. The stock price is 40. 3. The continuous dividend rate is 1% 4. The continuously compounded risk-free rate is 2% 5. A for a 6-month European put option is -0.5