For this problem please construct a two-period binomial model using: U = e elr-oh+ovh d = e(r-oh-oh You are given: I. The length of each period is one year. II. The current stock price is 100. III. The stocks volatility is 30%. IV. The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 5%. V. The continuously compounded risk-free interest rate is 6%. Assuming that the price movements within each period are monotonic, calculate the price of a two-year down- and-in barrier put option with barrier 90 and strike price 120. $22.63 $26.33 $24.03 $23.11 $25.52