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A sock price is currently $29, and the stock has an annual volabily of 25%. The risk-free interest rate is 5% per annum with continuous compounding. By using a 1-period (1-slep) Binomial Model, find the value of a 6 -month European put option with a strike price of \$30. Keep earlior calculation results accurate to 3 decimal places, and caiculate your final answer to 2 docimal places