A stock price is currently $55. Over each of the next two three-month periods it is expected to go up by 6% or down by 5%. The risk-free interest rate is 5% per annum with con compounding. You want to determine the value of a six-month European put option with a strike price of $57. Please keep two decimal places a) What is the stock value at node B ? (sample answer: $55.65 ) b) What is the stock value at node D (sample answer: $55.65 ) c)What is the stock value at node E? (sample answer: \$55.65) d) What is the option payoff at node D : (sample answer: $55.65 ) e)What is the option payoff at node E (sample answer: $55.65 ) f)What is the option payoff at node F? (sample answer: $55.65 ) g)What is the three month risk neutral probability? (sample answer: 55.65\%) h)What is the option value at node B (sample answer: $55.65 ) i)What is the option value at node A ? (sample answer: $55.65 )