An American put has underlying asset described by CRR notation S=10, u=1.1 and d=0.95. This put has strike $10.50 and expires in two time steps. The return is R=1.05 and the risk-neutral probability is =2/3. At what nodes is the value of this put determined from its exercise value rather than the value calculated from the general pricing formula? Nodes (0,0),(1,0) and (1,1). Nodes (1,1) and (0,0). Nodes (1,0) and (0,0) Nodes (0,1) and (1,0). Node (0,1) Node (1,0). Node (0,0)