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ABC stock is currently trading at $ 110.96. In the next 6 months, the price will either go up by 7% or down by

ABC stock is currently trading at $ 110.96. In the next 6 months, the price will either go up by 7% or down by 7%. If the risk-free rate over the period is 4.22% per annum and the strike price is $ 110.96, what is the value of a European put option in a risk neutral world? $5.28 $7.93 $10.57 $2.64 $1.32 B

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