Suppose that an asset has ending values that are distributed binomaly. Suppose that two adjacent possible ending values for a derivative security are $43.50 (in the Up Node) and $20.00 (in the Down Node). Suppose that the length of one step is 0.50 years Suppose that the Probability of an Up Move is 60% Suppose that the Continuously Compounded Risk Free Rate is 2.1% Use Backward Induction to find the value of the derivative security in the previous node. 34.10000 33.74382 29.40000 31.41837 Question 12 1 pts Suppose you have a Put and a Call on the sande asset with the same strike and expiration: Asset price = 21.500 Strike Price = 20.000 PV of strike price = 19.702 Call price = 3.820 Find the price of the Put