Consider the following economic inputs: S = 100; K=100; = Rp = 3%; 0 = 20%; = T = 2 Year Semi-annual time steps (4 Time Steps) $2 Dividend paid in 6 months if S>100 $2.50 Dividend paid in 18 months if S>100 Calculate the following: = European and American Value of a Put option? Options sensitivity to a 10% change in the stock, S = 110? Options sensitivity to a 10% change in the risk-free rate Rp = 3.30%? Consider the following economic inputs: S = 100; K=100; = Rp = 3%; 0 = 20%; = T = 2 Year Semi-annual time steps (4 Time Steps) $2 Dividend paid in 6 months if S>100 $2.50 Dividend paid in 18 months if S>100 Calculate the following: = European and American Value of a Put option? Options sensitivity to a 10% change in the stock, S = 110? Options sensitivity to a 10% change in the risk-free rate Rp = 3.30%