Question: Using a binomial tree, when calculating the price of a $40 strike 6-month European put option, using 3-month intervals as the time period, what is

Using a binomial tree, when calculating the price of a $40 strike 6-month European put option, using 3-month intervals as the time period, what is the current European put option premium (put value at the first node or Time 0)? Assume the following data: S = $36.80, = 0%, r = 5.0%, = 0.35.

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