D The following information applies to Question 14 to Question 17. The price of a non-dividend paying stock is $30. Over each 3-month period, the stock price is expected to move up or down by 6%. The continuously compounded risk-free rate is 4.7% per annum for all maturities. You have been asked to use binomial tress with 3-month time steps to price options. Question 14 What is the risk neutral probability of "up" movement for pricing options? 1 pts D Question 15 Compute the price of a 6-month European put option with strike $30. Question 16 5 pts What is the price of a 6-month American put option on the stock with strike price $30, and what is the early exercise premium for this option? Question 17 Suppose a path-dependent 6-month European option on the stock has payoff given by Payoff f=max ((Sam + Sem) - 30,0) where S3m and Som are the stock prices in 3 months and 6 months respectively. What is the price of this option