$\backslash$table$[[$Binomial tree model comparative statics for a call$],[$Option$,$Underlier, so $\_,$r$\_,$u$\_,$d$\_,$Call Strike,$\backslash$table$[[$Call$],[$Premium$]]],[$Baseline$,$NoDiv,$$50,6\%,2,0\mathrm{.}50,$$$53,$$$16\mathrm{.}55],[$Raise strike $($k$),$NoDiv,$$50,6\%,2,0\mathrm{.}50,$$$60,$$$14\mathrm{.}09],[$Raise volatility $($U$),$NoDiv,$$50,6\%,4,0\mathrm{.}25,$$$53,$$$29\mathrm{.}95],[$Raise risk$-$free $($r$),$NoDiv,$$50,12\%,2,0\mathrm{.}50,$$$53,$$$17\mathrm{.}35]]$

Repeat the analysis for a put option. Calculate the premium for the three scenarios.

Binomial tree model comparative statics for a put

$\backslash$table$[[$Option$,$Underlier, SO $\_,$r$\_,$u$\_,$d$\_,$Put Strike,$\backslash$table$[[$Put$],[$Premium$]]],[$Baseline$,$NoDiv,$$50,6\%,2,0\mathrm{.}50,$$$53,$$$16\mathrm{.}55],[$Raise strike $($k$),$NoDiv,$$50,6\%,2,0\mathrm{.}50,$$$60,],[$Raise volatility $($U$),$NoDiv,$$50,6\%,4,0\mathrm{.}25,$$$53,],[$Raise risk$-$free $($r$),$NoDiv,$$50,12\%,2,0\mathrm{.}50,$$$53,]]$