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Please choose the correct answer 2.8346 5.3827 9.3027 10.9668 12.8761 NOt THE ABOVE Imagine all investors are risk-neutral and we have the following binomial tree:

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Please choose the correct answer

2.8346
5.3827
9.3027
10.9668
12.8761
NOt THE ABOVE

Imagine all investors are risk-neutral and we have the following binomial tree: Using the risk-neutral option valuation approach, calculate the price of a two-year put option on this stock with a strike price \$92. Assume that the risk-free rate is 3% per year. Also assume the stock does not pay a dividend. Pick the closest number

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