Consider the following economic inputs: S=100;K=100;Rf=3%;=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 Rf= 3.30% ? Optional: Next change the option type to the following. Put option that is knocked-out if the stock price rises above 130 or if the stock price falls below 70 . Calculate the same quantities as above using the binomial model. Consider the following economic inputs: S=100;K=100;Rf=3%;=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 Rf= 3.30% ? Optional: Next change the option type to the following. Put option that is knocked-out if the stock price rises above 130 or if the stock price falls below 70 . Calculate the same quantities as above using the binomial model