Additional Problem 1 The current price of a stock is $130. The volatility of the stock is 20%. The dividend yield of the stock is 2%. The continuously compounded risk-free interest rate is 7%. A 10-month European put option on the stock has a strike price of $102. The option is priced using the forward tree with 10 periods. Use the general formulation of the forward tree method, calculate the value of the European put option