Imagine all investors are risk-neutral and we have the following binomial tree: Using the risk-neutral option valuation approach, calculate the price of a two-year European put option on this stock with a strike price $92. Assume that the risk-free rate is 3% per year. Also assume the stock does not pay a dividend. Pick the closest number. $2.8346 $5.3827 $9.3027 $10.9668 $12.8761 None of the above Imagine all investors are risk-neutral and we have the following binomial tree: Using the risk-neutral option valuation approach, calculate the price of a two-year European put option on this stock with a strike price $92. Assume that the risk-free rate is 3% per year. Also assume the stock does not pay a dividend. Pick the closest number. $2.8346 $5.3827 $9.3027 $10.9668 $12.8761 None of the above