Option Valuation Model: Binomial Tree Approach

Consider a 5-month European put option on a non-dividend-paying stock when the stock price is $50, the strike price is $50, the risk-free interest rate is 10% per annum, and the volatility is 40% per annum. Suppose that we divide the life of the option into five intervals of length 1 month (= 0.0833 years) for the purpose of constructing a binomial tree. What is the price of this American put option today?