Save Answer 3 points Suppose the current stock price is $50 and you believe that, one year from now, the stock will sell for either $65 (up-state) or S40 (down-state) The yield on a 1-year risk-free zero coupon bond is currently 4%. You have a European put option with a 1-year expiration date and an exercise price of $50. The call option price with the same exercise price with the same maturity date is 56.92. What would be the put option price? $9.23 $2.60 $5.00 $2.50 $5.20