please show all steps and work

A stock price is currently $30, and the stock has an annual volatility of 30%. The risk-free interest rate is 5% per annum with continuous compounding. By using a 1-period (1-step) Binomial Model, find the value of a 6-month European put option with a strike price of $20. Keep earlier calculation results accurate to 3 decimal places and calculate your final answer to 2 decimal places