The price of three-month and nine-month T-bills are 99.26375 and 97.64191, respectively. In our model of the term structure, three months from today the six-month interest rate will be either 3.5% or 3%. Here, the rates are the effective annual rates, so that one dollar invested in a T -bond returns (1rdollars, where T is measured in years. Enter the price of the three-month European put written on the nine-month pure discount bond, with strike price 98.4