A stock is trading at $100 per share, the risk-free rate is 2%, and the volatility () of the stock return is 40%. Use an 8 step binomial tree to value a European and an American put with strike price of 102 and one year to maturity. The European put is worth..........;

The American put is worth ........;

The maximum possible stock price is.......... At how many nodes on the options tree, the early exercise value was used?..............

Please answer the first three questions with exactly two decimal places and the last question with an integer.