Let S - $85,8% (continuowly compounded), 8 - 3%, 0-30% T-1.5. In this situation, the appropriate values of and d are 1.34623 and 0.80067, respectively. Using a 2-step binomial tree, calculate the value of a $95-strike American put option a $13.726 b.515.063 O $12.926 od 513.655 O.514574 Let S - $85,8% (continuowly compounded), 8 - 3%, 0-30% T-1.5. In this situation, the appropriate values of and d are 1.34623 and 0.80067, respectively. Using a 2-step binomial tree, calculate the value of a $95-strike American put option a $13.726 b.515.063 O $12.926 od 513.655 O.514574