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SHORT ANSWER QUESTION:S 3 questions worth 20 marks each [60 marks] Question 21 is worth 20 marks 21. This question focuses on option valuation Use a two time step binomial tree to calculate the value of a two month European vanilla Put option with a strike price of 50, given the binomial tree for the spot price of the underlying asset below The risk-free interest rate for both one month periods is 10% pa continuously compounded. Place your answers on each node of the European Option Price Tree provided below. [12 marks (0) Note: these trees are 2 time steps of 1 month each. Asset Price Tree 54.53 52.22 50 50 47.88 45.85 European Option Price Tree