You are given: The spot exchange rate is 0.8 euro for 1 dollar and the strike price on a euro-denominated American put option to sell one dollar is 0.82 euro. Assume the continuous rate of interest on dollar is 3.5% and the continuous rate of interest on euro is 2.5%. The option expires in 3 months, and o = 0.15. Using a binomial model with n = 2, find the euro-denominated price of the American put option. You are given: The spot exchange rate is 0.8 euro for 1 dollar and the strike price on a euro-denominated American put option to sell one dollar is 0.82 euro. Assume the continuous rate of interest on dollar is 3.5% and the continuous rate of interest on euro is 2.5%. The option expires in 3 months, and o = 0.15. Using a binomial model with n = 2, find the euro-denominated price of the American put option