C. Consider a 2-month American put whose exercise price is $101. The current stock price is $100. Let's assume that u = 1.0594 and d = 0.9439. The expected return on the market is 15%. The risk-free rate is 5% per annum continuously compounding. Now suppose that the stock is expected to pay a dividend of $2 in one month's time. Using a two-period binomial tree, calculate the current price of the 2-month American put. Keep 4 decimal places, e.g.. $0.1234. (8 marks) C. Consider a 2-month American put whose exercise price is $101. The current stock price is $100. Let's assume that u = 1.0594 and d = 0.9439. The expected return on the market is 15%. The risk-free rate is 5% per annum continuously compounding. Now suppose that the stock is expected to pay a dividend of $2 in one month's time. Using a two-period binomial tree, calculate the current price of the 2-month American put. Keep 4 decimal places, e.g.. $0.1234. (8 marks)