9. (20 pts) In a single time-step binomial model, suppose A(0) = 50, A(1) = 55, S(0) = 100, and 140, with probability p=0.3; S(1) = 90, with probability 1-p=0.7. (9a) (10 pts) Find the one time-step return r on the risk-free asset, the one time-step return K on the stock, and the risk-neutral probability p*. 120 and (9b) (10 pts) Find the time zero price P(0) of a put option with strike price K exercise time T = 1