ahnumed to 80 currently $96. Over each of the next two six-month periods, it is Put option continuous by or down by 8%. The next two six-month periods, it is 13 . with a strike price of $100 ? 13. How much is d ? A. 1.105 B. 0.950 C. 1.050 D. 0.920 E. 1.097 14. How much is the payoff fdd ? A. 13.250 B. 15.174 C. 12.100 D. 18.746 E. 14.000 15. How much is the risk neutral probability p ? A. 0.755 B. 0.692 C. 0.840 D. 0.930 E. 1.097 16. How much is option price ? A. 1.081 B. 1.969 C. 2.020 D. 3.960 E. 2.614 ahnumed to 80 currently $96. Over each of the next two six-month periods, it is Put option continuous by or down by 8%. The next two six-month periods, it is 13 . with a strike price of $100 ? 13. How much is d ? A. 1.105 B. 0.950 C. 1.050 D. 0.920 E. 1.097 14. How much is the payoff fdd ? A. 13.250 B. 15.174 C. 12.100 D. 18.746 E. 14.000 15. How much is the risk neutral probability p ? A. 0.755 B. 0.692 C. 0.840 D. 0.930 E. 1.097 16. How much is option price ? A. 1.081 B. 1.969 C. 2.020 D. 3.960 E. 2.614