Question 11 (1 point) Saved The current price of a non-dividend paying stock is $30. Use a two-step tree to value a European call option on the stock with a strike price of $32 that expires in 6 months. Each step is 3 months, and assume the risk free rate is zero. The stock will either go up 10% or drop 10% at each node as illustrated in the above picture. What is the option price? $1.075 $1.625 $2.15 $3.075 Question 12 (1 point) Under the same setting, what is the put option price with the same strike price of 32? $1.15 $1.625 $2.15 $3.075