Question 3 We are using a two-step binomial tree to price a 6-month European put option with a strike price of $60. The current stock price is $50, the risk-free rate is 3% for all maturities. At each step, the price can increase or decrease by 20%. The continuously compounded dividend yield is 3%. What is the option price today? A. $12.8 B. $9.7 c. $13.9 D. $10.1 10 pts Question 8 The current price of AMZN is $94. What is the price of a 6-month call option with a strike price of $100, if the risk-free rate is 2.5% ? Note that AMZN does not pay dividends. The values of N(d1) and N(d2) are 44.96% and 36.74%, respectively. A. $5.98 B. $8.11 C. $7.13 D. $6.43