Use a three-period (n = 3) binomial model (BOPM) to price the following European put option (we did the call option in the lectures): at the money, T = 3 months, underlying's spot price at t = 0 is S(O) = 100, its annual volatility o = 19%, the risk-free rate is 6% annually, continuously compounded. Use an u and d based on o. Comparing your result to the value of the call obtained in the lectures, is put-call parity satisfied? If not, why not? Use a three-period (n = 3) binomial model (BOPM) to price the following European put option (we did the call option in the lectures): at the money, T = 3 months, underlying's spot price at t = 0 is S(O) = 100, its annual volatility o = 19%, the risk-free rate is 6% annually, continuously compounded. Use an u and d based on o. Comparing your result to the value of the call obtained in the lectures, is put-call parity satisfied? If not, why not