Consider a six-month European put option on an index. The current index value is $2030, the strike price is $2090, the dividend yield is 2% per annum, and the continuously compounded risk-free interest rate is 6% per annum. The volatility of the index is 20% per annum. What is price of the option according to a two-step binomial tree? Please provide your answer in the unit of dollar, to the nearest cent, but without the dollar sign (for example, if your answer is $1.02, write 1.02)