PREGUNTA 2 "Calculate the price at time 0 of a European put with a current stock price of 100, a strike price of 95, maturity of 3 months, annual volatility of 0.4 and risk free annual rate of 0.03. Price it using a Binomial Tree with 3 stepe. You need to write the values used for your entoulations as follows the value for us the value for p is and the put price is If the put was American rather than European, would it be optimal to exercise it at some point? Use the points defined in the Binomial Tree to describe your