A Stock is trading at $100 per share, the risk free rate is 2%, and the volatility of the stock return is 40%. Use a 12 step binomial tree to value a European and an American put with the stike price of 101 and 0.5 year to maturity. The European put is worth ____. The American put is worth _____. The maximum possible stock price is _____. The earlier exercise values are used in the price calculation of the American put at ______ (how many) nodes before the last period.