> Question 13 1 pts The next question is based on the following data for a two-period binomial model. The stock's price S is $100. After three months, it either goes up and gets multiplied by the factor U = 1.08, or it goes down and gets multiplied by the factor D = 1/U. Options mature after T = 0.5 year and have a strike price of K = $91. The continuously compounded risk-free interest rater is 1.2 percent per year. Today's price of an American put option is: [round to two decimal places]