Compute the value of an American put option on a stock with current price equal to $100, strike equal to $98, and an expiration date four weeks from today.

weeks from today. The yearly volatility of the logarithm of the stock return is o= 0.30. The risk-free interest rate is 4%. Use a binomial lattice with N = 4. Evarcica 15A This is Danant Lawniono 159 and weeks from today. The yearly volatility of the logarithm of the stock return is o= 0.30. The risk-free interest rate is 4%. Use a binomial lattice with N = 4. Evarcica 15A This is Danant Lawniono 159 and