Consider a four-step tree that is to be used to price an at-the-money put option on a stock, expiring in one year. The initial value of the stock is $10, and the stock pays no dividends. There is a risk-free continuously-compounded interest rate of r = 0.01, and the volatility of the stock is o =0.3. The option values shown below have been computed using a tree built with the forward tree construction, where the up and down multiples are exp(ir - Shto Vh), respectively. 0.0000 0.0000 0.0000 9.3876 0.0000 6.7235 0.0000 3.5507! 2.5174 1.4567 1. Supply the missing values A, B and C