Question 2 of 3 Moving to the next question prevents changes to this answer. Save Answer Question 2 2 points A stock price is currently $50. Over each of the next two 3-month periods it is expected to go up by 6% or down by 5%. The risk-free interest rate is 5% per annum with continuous compounding. What is the value of a 6-month American put option with a strike price of $51? OA $1.6350 OB. $1.3760 Oc $1.6457 OD. $1.2691 Question 2 of 3 4 Moving to the next question prevents changes to this