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5. (20 points) A stock price is currently $40. Over each of the next two three-month periods it is expected to go up by 10% or down by 10%. The risk-free interest rate is 12% per annum with continuous compounding. 48.4 44 D B. 39.6 40 E 32.4 36 F (1). Assume that the risk-neutral probability of an upward stock price movement is the same in each of the next two three-month periods. What is the risk-neutral probability, p, of an upward stock price movement? | (2) What is the value of a six-month European put option with a strike price of $42? (3) What is the value of a six-month American put option with a strike price of $42