For a two-period binomial model for stock prices, you are given: Each period is one year. The current price of the stock is $100. The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 3%. The continuously compounded risk-free interest rate is 5%. u = 1.1, where S goes from S to Su during each period if the stock price goes up d = 0.9, where Sgoes from S to Sd during each period if the stock price goes down A two-year European put option on the stock has a strike price K, where K