Ford is currently trading at $62 per share and pays no dividends. The volatility of its stock return is 30%. The risk-free rate is 2%, the put option strike price is $65, and there are 4 binomial periods. Assume you are trying to value a 1-year European put option 6. (1 point) Find the value of u and od. 7. (1 point) Draw the binomial tree and compute the intrinsic value of the last column. 8. (1 point) Find the value of p* 9. (1 points) Find the put option values at each node in the binomial tree. 10. (1 point) What is the Black-Scholes put option price? 11. (1 poit) What is the Black-Scholes delta value of this put option? What is the interpretation of this delta value? 12. (1 point) What is the option elasticity? What is the interpretation of this option elasticity