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3. Consider a 9-month dollar-denominated American put option on British pounds. You are given that: The current exchange rate is 1.17 US dollars per pound. The strike price of the put is 1.24 US dollars per pound. The volatility of the exchange rate is c = 0.3. The US dollar continuously compounded risk-free interest rate is 8%. The British pound continuously compounded risk-free interest rate is 9%. Using a three-period binomial model, calculate the price of the put. 3. Consider a 9-month dollar-denominated American put option on British pounds. You are given that: The current exchange rate is 1.17 US dollars per pound. The strike price of the put is 1.24 US dollars per pound. The volatility of the exchange rate is c = 0.3. The US dollar continuously compounded risk-free interest rate is 8%. The British pound continuously compounded risk-free interest rate is 9%. Using a three-period binomial model, calculate the price of the put