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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 6%, and its current price is $47. Suppose the volatility of the stock is 25%. The continuously compounded risk-free interest rate is 4%. Use a two-period lognormal tree to calculate the following: (a) The payoff at time 2: Up movement. (b) The payoff at time 2: Middle movement. (c) The payoff at time 2: Down movement. (d) The payoff at time 1: Up movement. (e) The payoff at time 1: Down movement. (f) The option cost at time 0 . (A) 2.59 (B) 1.59 (C) 3.59 (D) 0.41 (E) 0.59 (a): Part (a) choices. (A) 20.35 (B) 17.35 (C) 19.35 (D) 16.35 (E) 18.35 (b): Part (b) choices. (A) 30.65 (B) 34.65 (C) 33.65 (D) 31.65 (E) 32.65 (c): Part (c) choices. (A) 9.68 (B) 8.68 (C) 10.68 (D) 12.68 (E) 11.68 (d): Part (d) choices. (A) 29.48 (B) 28.48 (C) 26.48 (D) 25.48 (E) 27.48 (e): Part (e) choices (A) 16.23 (B) 20.23 (C) 17.23 (D) 18.23 (E) 19.23 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 6%, and its current price is $47. Suppose the volatility of the stock is 25%. The continuously compounded risk-free interest rate is 4%. Use a two-period lognormal tree to calculate the following: (a) The payoff at time 2: Up movement. (b) The payoff at time 2: Middle movement. (c) The payoff at time 2: Down movement. (d) The payoff at time 1: Up movement. (e) The payoff at time 1: Down movement. (f) The option cost at time 0 . (A) 2.59 (B) 1.59 (C) 3.59 (D) 0.41 (E) 0.59 (a): Part (a) choices. (A) 20.35 (B) 17.35 (C) 19.35 (D) 16.35 (E) 18.35 (b): Part (b) choices. (A) 30.65 (B) 34.65 (C) 33.65 (D) 31.65 (E) 32.65 (c): Part (c) choices. (A) 9.68 (B) 8.68 (C) 10.68 (D) 12.68 (E) 11.68 (d): Part (d) choices. (A) 29.48 (B) 28.48 (C) 26.48 (D) 25.48 (E) 27.48 (e): Part (e) choices (A) 16.23 (B) 20.23 (C) 17.23 (D) 18.23 (E) 19.23