Question: This is two period American put option with 2 years maturity. Underlying asset price at current time is $100 and u(up factor in the binomial

This is two period American put option with 2 years maturity. Underlying asset price at current time is $100 and u(up factor in the binomial tree) is 1.05 and d(down factor in the binomial tree) is 0.95. The exercise price is $100 and risk free rate is 1%.

A. What is the put option price at current time?

B. What is the time value of the put option at current time?

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