The current price of a stock is 10. Suppose that during the next year this stock price will either increase by 102% or decrease by 56%. Suppose further that the risk-free rate of interest is 25%. Answer the following questions using the risk-neutral probabilities: (i) what is the current value of a one-year at-the-money European put option on this stock, (ii) what is the current value of a oneyear European put option on this stock with a strike price of 20 and (iii) if these two put options could either be exercised immediately or at maturity then what would be their values in this case? p=SuSd(1+rf)S0Sd