ASAP Pls!

Imagine all investors are risk-neutral, and we have the following trinomial tree: ths Using the risk-neutral option valuation approach, calculate the price of a 6-month put option on this stock with a strike price of $85. Note that we are considering three states of the economy after 6 months: Boom, neutral, and bust. The risk-neutral probability of the economy booming after 6 months is 20%, and the risk-neutral probability of the economy staying neutral after 6 months is 70%. Assume that the risk-free rate is 10% per year. Also, assume the stock does not pay a dividend. $2.8346 $4.5714 $9.3027 $4.3636 $12.8761