The stock price of Bravo Corporation is currently $105. The stock price a year from now will be either $160 or $55 with equal probabilities. The interest rate at which investors invest in riskless assets is 6%. Using the binomial OPM, the value of a put option with an exercise price of $140 and an expiration date 1 year from now should be worth today. Question 26 2 pts The current stock price of Johnson \& Johnson (J\&J) is $80, and the stock does not pay dividends. The instantaneous risk-free rate of return is 7%. The instantaneous standard deviation of J\&'s stock is 40%. You want to purchase a put option on this stock with an exercise price of $71 and an expiration date 45 days from now. Assume 365 days in a year Using Black-Scholes, the put option should be worth. today