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A non-dividend-paying stock has the current price of euro 60. Each month the price rises by 15% or falls by 10%. The monthly risk-free rate is 3% per period. Consider an American put option with maturity T = 2 months and strike euro 67. Assume investor can exercise the option at t = 0. T = 1, and t = 2. Plot the binomial tree for the stock prices. Determine the terminal payoffs of the American put option in question and the risk-neutral probability. Find the prices of the American put option at t=0 and t=1 in up and down states. Find option deltas at each node of the binomial tree. How is the value of an American call option different from the value of a European call option? Discuss. Replicate the stock prices in month 1 by a combination of puts and risk-free lending or borrowing