Given the simulation with 2 years into the future and 8 simulation paths below, compute the value of an American put option expiring in 2 years, K = 100, S(0) = 100, r = 4%, and no dividends. Be sure to report the data and the results of any regression you estimate as part of the valuation method. (Presenters, change the exercise price for the different presentations. If you struggle to estimate the model from slide 9, just use the actual continuation value instead of the expected continuation value for that step.) Path t = 0 t=1 t=2 1 100 110 105 2 100 111 116 3 100 102 93 4 100 93 102 5 100 115 136 6 100 76 87 7 100 95 8 8 100 88 95