I only need #10, but it uses information from #9, which is why they are both there

9. A stock price is currently $30. Every 6 months the price will either go up by 12% or down by 8%. The risk-free rate is 4% per annun with continuous compounding (a) Compute the price of a one-year European put option with strike price $32 (b) Compute the price of a one-year American put option with strike price $32. 10. Consider the set-up from the previous problem. The Meirkiec is a derivative made up of the following: the American put from the previ- ous problem; the European put from the previous problem; and a strad- dle with strike $35 which is comprised of American options. Compute the price of the Meirkiec