quickly please

The current price a continuous-dividend paying stock is 111$ per share. Its volatility given to be 0.2 and its dividend yield is 0.03 The continuous compounded, risk-free interest rate equals 0.03 Consider a 109$-strike European put option on the above stock with nine months to expiration. using a three-period forward binomial tree, find the price of this put option.(Not: round each answer to 4 digit decimal place) 5.79805.7980 9.72879.7287 8.29178.2917 3.80783.8078 7.07957.0795 Consider a call option on IBM stock with strike price K=39 and which has 4 months until expiration. The current IBM stock price is 56$ and the 4 -month risk free rate of return is 18 %. The price of this call option is 50 . there is an arbitrage so, buy the call option at C=50. Sell the stock short at S0=$56. Invest the proceeds at r=18%. (1) there is an arbitrage so, sell the call option and Invest the proceeds at r=27%. (2) there is an arbitrage so, buy the call option. Sell the stock short at . borrow the proceeds at r=27%.20.88 No arbitrage 22.95 None of the above. The current price a continuous-dividend paying stock is 111$ per share. Its volatility given to be 0.2 and its dividend yield is 0.03 The continuous compounded, risk-free interest rate equals 0.03 Consider a 109$-strike European put option on the above stock with nine months to expiration. using a three-period forward binomial tree, find the price of this put option.(Not: round each answer to 4 digit decimal place) 5.79805.7980 9.72879.7287 8.29178.2917 3.80783.8078 7.07957.0795 Consider a call option on IBM stock with strike price K=39 and which has 4 months until expiration. The current IBM stock price is 56$ and the 4 -month risk free rate of return is 18 %. The price of this call option is 50 . there is an arbitrage so, buy the call option at C=50. Sell the stock short at S0=$56. Invest the proceeds at r=18%. (1) there is an arbitrage so, sell the call option and Invest the proceeds at r=27%. (2) there is an arbitrage so, buy the call option. Sell the stock short at . borrow the proceeds at r=27%.20.88 No arbitrage 22.95 None of the above