PLEASE HURRY ABCs current stock price is $20. Suppose that each year over the next two years, the stock price will either increase by 100% (i.e., u=2) or decrease by 50% (i.e., d=0.5). That is, the stock price follows a two-period binomial tree model in which one period is a year. The stock pays no dividends, and interest rates are 10% per annum with continuous compounding. [13]. What is the value today of a one-year European put option on ABC stock with a strike price of $30? $___________ [14]. What is the value today of a two-year American put option on ABC stock with a strike price of $30? $___________ [15]. Lets consider a two-year American-style derivative written on the stock whose payoff is |S_t-30| when it is exercised at time t. For example, if it is exercise at t=0, then its payoff is |S_0-30|=|20-30|=10. What is the value today of this two-year American-style derivative? $___________