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Consider a European put option on a stock, with a $64 strike and 1-year to expiration. The stock has a continuous dividend yield of 4%, and its current price is $12. Suppose the volatility of the stock is 10%. The continuously compounded risk-free interest rate is 2%. Use a one-period binomial tree to calculate the following: (a) The payoff for up movement. (b) The payoff for down movement. (c) The corresponding replicating portfolio: The number of shares. (d) The corresponding replicating portfolio: The lent/borrowed amount. (e) The option premium. (A) 52.00 (B) 53.00 (C) 51.00 (D) 55.00 (E) 54.00 (a): Part (a) choices. (A) 50.36 (B) 51.36 (C) 49.36 (D) 53.36 (E) 52.36 (b): Part (b) choices. (A) 0.04 (B) 2.04 (C) 0.96 (D) 1.04 (E) 1.96 (c): Part (c) choices. (A) 65.73 (B) 64.73 (C) 63.73 (D) 61.73 (E) 62.73 (d): Part (d) choices. (A) 51.20 (B) 50.20 (C) 52.20 (D) 54.20 (E) 53.20 (e): Part (e) choices. Consider a European put option on a stock, with a $64 strike and 1-year to expiration. The stock has a continuous dividend yield of 4%, and its current price is $12. Suppose the volatility of the stock is 10%. The continuously compounded risk-free interest rate is 2%. Use a one-period binomial tree to calculate the following: (a) The payoff for up movement. (b) The payoff for down movement. (c) The corresponding replicating portfolio: The number of shares. (d) The corresponding replicating portfolio: The lent/borrowed amount. (e) The option premium. (A) 52.00 (B) 53.00 (C) 51.00 (D) 55.00 (E) 54.00 (a): Part (a) choices. (A) 50.36 (B) 51.36 (C) 49.36 (D) 53.36 (E) 52.36 (b): Part (b) choices. (A) 0.04 (B) 2.04 (C) 0.96 (D) 1.04 (E) 1.96 (c): Part (c) choices. (A) 65.73 (B) 64.73 (C) 63.73 (D) 61.73 (E) 62.73 (d): Part (d) choices. (A) 51.20 (B) 50.20 (C) 52.20 (D) 54.20 (E) 53.20 (e): Part (e) choices