You are in Nyen Zeaiand, You are planning to price an American put option on Cansdian dollar futures. maturing in 8 months. You plan to use a 3 itep tree. The New Zealand intecect rate is 9.404, while the Canadan interest rate is 0.60k (both with continuous compounding). The Ganadian doliar futures orice has volatil ty 19.60+5. What is the risk neutral probability for the Np state? 04749 0.5635 ayero You are in Nyen Zeaiand, You are planning to price an American put option on Cansdian dollar futures. maturing in 8 months. You plan to use a 3 itep tree. The New Zealand intecect rate is 9.404, while the Canadan interest rate is 0.60k (both with continuous compounding). The Ganadian doliar futures orice has volatil ty 19.60+5. What is the risk neutral probability for the Np state? 04749 0.5635 ayero