Question 10 4 pts The current price of a non-dividend paying stock is $60. Use a two-step tree to value an American put option on the stock with a strike price of $58 that expires in 6 months. Each step is 3 months, the risk-free rate is 2% per annum, and the volatility is 30%. Which of the following is the option price? $3.25 $5.15 $3.64 $3.87 Question 10 4 pts The current price of a non-dividend paying stock is $60. Use a two-step tree to value an American put option on the stock with a strike price of $58 that expires in 6 months. Each step is 3 months, the risk-free rate is 2% per annum, and the volatility is 30%. Which of the following is the option price? $3.25 $5.15 $3.64 $3.87