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 V$2.$ What is V$1$ and what is V$2?$

$V1=11\mathrm{.}90$;$V2=11\mathrm{.}90$

$V1=10\mathrm{.}95$;$V2=11\mathrm{.}90$

$V1=11\mathrm{.}90$;$V2=10\mathrm{.}95$

$V1=10\mathrm{.}95$;$V2=10\mathrm{.}95$