Question 18 1 pts The price of stock XYZ can be described by a one-period binomial model and its current price is So = $100. In one period (t 1), the price of XYZ stock can increase by a factor u = 1.31 and become $131. Alternatively, it can decrease by a factor d = 0.9 and become $90. The one-period risk-free rate is 2.36%. Epik Investment Bank offers a new product, theta-options (0-options) on XYZ stock. O-call pays a fixed amount of $10 ff at maturity the price of the underlying is above the option's strike, and nothing otherwise. 6-put pays a fixed amount of $10 if at maturity the price of the underlying is below the option's strike, and nothing otherwise. What is the price of a 6-put option on the XYZ stock with a strike price of $95 and one period until maturity? Provide your answer in dollars, i.e., if your answer is $12.34, enter it as 12.34