You are a derivative trader who is looking for a trading opportunity in the put options with an expiry of 2 years for the stock of XYZ Company. In order to look for a trading opportunity, you need to calculate the theoretical value of a put option using a two-step Binomial option pricing model where each node shall represent 1 year. The data about the company is as follows: Current stock price Strike Annual Volatility Annual dividend yield Risk-free rate 630 624 14% 1.75% 2.8% Note: Assume continuous compounding in the calculations. (a) *35.52 (b) *34.98 (c) 233.37 (d) 36.68