Problem 4 (10pts). The current price of a security is s. Suppose that its possible prices at time T are si or S2. Consider a (K, T) European put option on this security, and suppose that K>s >$2. Suppose that the continuous compounding rate is r. (a). If you buy the put and the security, what is your return at time T? In other words, find the payoff of this investment. (b). What is the no-arbitrage cost of the put? Write your answer in terms of s, K, I and T