For a one-period binomial model for the price of a stock, you are (1) The length of the period is one year. (ii) The current stock price is 95.544. (iii) One year from now, the stock price will either go up to 180 with a probability of 0.52 or go down to 30 with a probability of 0.48. (iv) The stock pays no dividends. (v) The continuously compounded risk-free interest rate is 8.366%. Calculate the expected rate of return on a 100-strike 1-year European put option