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Your boss asks you to analyze options for the S&P 500. Based on your analysis you believe the S&P 500 offers a dividend yield of 1.90% over the next year, has implied volatility of 18% per annum, and the current risk-free rate is 1.65% (all on a continuously compounded basis). The current spot price of the S&P 500 is 2,250. Using a one-period binomial tree method, what is the value of delta (A) of a 3-month European put at a strike price of 2.200? A $ 0.00 0.00