Please complete this on Excel

4) Consider a stock in two periods (two years). The stock price goes up by 30% or down by 10% in each period. Current stock price is $100. There is a European put option on the stock with exercise price $110 and time to maturity of two years. The interest rate in each period is 6%. In the template, Date 0 denotes today, Date 1 denotes the end of year 1 and Date 2 denotes the end of year 2. Use the two- period binomial tree model and discrete discounting to find the put option price on Date 0