Question 16 1 pts . The stock's price is $100. After three months, it either goes up and gets multiplied by the factor U - 1.11. or it goes down and gets multiplied by the factor D-0.92 The continuously compounded risk-free interest rate ris 3 percent per year, Today's call price is c and the put price is p. Call prices after one period are denoted by cut in the up node and in the down node. Call prices after two periods are denoted by UD in the up, and then down node and so on. Put prices are similarly defined Prices din dollars rounded to the nearest cent) for an American call option with strike price 100 expiring at T-0.5 years are given by - 589.0 -11.75. cD - 0.97. UU-23.21, CUD - 2.12. CDD-0 6.00, U-12.16. UU-2461. and zero at other nodes -5.89.0 -11.75, DO, CUU - 2321, UD - 2.12. CDD-O C-5.89.0 -11.00.0 -0.97. CUU 23.21. UD - 2.12 CDD - 0 None of these answers is correct