Question: Use a two period binomial tree to price a 4 months European style put option on YMMV struck at $20. The spot price of YMMV

Use a two period binomial tree to price a 4 months European style put option on YMMV struck at $20. The spot price of YMMV is $20 and it pays no dividends. Assume u/d = 4/3, Pup= 1/3, and r= 9.50%

$1.34
$1.69
$1.84
$1.55
$1.41

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