What's the value of V1 to V10 please? thanks

12. [32 marks] Below information is the current market data for stock and stock option of Company XYZ. Current Stock price =$256 per share Option Strike =$250 Option time to expiry =90 days Stock Option Style = European Day count convention =ACT/360 Annualized Volatility =33% Continuous compounding risk-free interest rate =2.35% per annum The investor constructed below tree diagram of 3-periods binomial option pricing model (Cox, Rncs \& Ruhinstein) to calculate the ontion theoretical nrice. Where: S1S10 = Stock Value Projection at different period node V1V10= Option Value at different period node The following intermediary parameters of binomial option pricing model are given: - t= period interval in each binomial nodes =0.083333 - DF= discount factor in each binomial nodes =0.998044 - u= up jump size =1.099948 - d= down jump size =0.909134 - p= risk neutral probability of up jump size =0.486475 a) [11 marks] Based on the data given above, please compute the European put option price. In your answer, you should (i) show all your calculation to derive the value of V1 to V10; Page 6 of 7 COMP 7802 University Number: and (ii) indicate clearly the European put option theoretical price result. Show the calculation expression with result in 6 decimal points accuracy