just 14 pls

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 annum 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. 14. Consider the 2-step binomial tree from Problem 9 in Chapter 8. Com- pute the value of A of the European put option at the initial node and each of the two intermediary nodes. 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 annum 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. 14. Consider the 2-step binomial tree from Problem 9 in Chapter 8. Com- pute the value of A of the European put option at the initial node and each of the two intermediary nodes