The current stock price is $200. The stock pays a dividend of $10 every quarter. The risk-free rate is 8%. Over each of the next three-month periods the stock could go up by 10% (u=1.1) or down by 10% (d=.90). The option expires in six months after the second dividend is paid. The price chart is given below. 231 10 221 220 10 210 189 10 179 200 D 180 10 170 187 10 177 153 10 143 What is the price of an European Style Put with a strike of $210? (Round to 2 decimal places) The current stock price is $200. The stock pays a dividend of $10 every quarter. The risk-free rate is 8%. Over each of the next three-month periods the stock could go up by 10% (u=1.1) or down by 10% (d=.90). The option expires in six months after the second dividend is paid. The price chart is given below. 231 10 221 220 10 210 189 10 179 200 D 180 10 170 187 10 177 153 10 143 What is the price of an European Style Put with a strike of $210? (Round to 2 decimal places)