A stock price is currently $50. Over each of the next two three-month periods, it is expected to increase by 10% or fall by 10%. Consider a six month American put option with a strike price of $49.5. The risk free rate is 6%. Work out the the two step binomial option pricing fully and fill in the asked questions. (Work out using 4 decimals and then enter your answers rounding to two decimals without $ sign)

a) S0uu= Blank 1

b) uu= Blank 2

c) S0dd= Blank 3

d) dd= Blank 4

e) S0u= Blank 5

f) u= Blank 6

g) S0d= Blank 7

h) d= Blank 8

i) Option price today () = Blank 9

j) At which node will American put option exercised early? (Enter A, B, C or None) Blank 10