$(T) = { In a simple market model under no-arbitrage principle, suppose the stock price satisfies S(O) = 100 and at time T, 120, with probability 0.75, 80, with probability 0.25, Also, suppose that the riskless asset follows A(0) = 100 and A(T) = 110. (la). (6 pts). Consider a put option with the strike price X = 110 and the maturity time T. Find the initial price P(0) of this put option. (1b). (6 pts). Let T = 1 and suppose that dividend 8 = 2 is paid in half a year. Assume the interest rate is a constant. For a forward position with delivery time T, find the forward price F(0,1)