We are examining the price of a European put option on a share of stock GG with one period to expiration. No dividend is expected prior to expiration. The current stock price is $120, the exercise price is $125, the risk-free rate is 5%. The stock price of the next period is either $150 or $102. Suppose we use the replicating portfolio approach we find the price of the option is V1; we use the risk-neutral probability approach and find the option price is V2. What is V1 and what is V2?