We are using a two-step binomial tree to price a 6-month European put option with a strike price of $60. The current stock price is $50, the risk-free rate is 3% for all maturities. At each step, the price can increase or decrease by 20%. The continuously compounded dividend yield is 3%. What is the option price today? $9.7 $12.8 $13.9 $10.1 Question 4 10 The current price of AMZN is $94. What is the price of a 6-month call option with a strike price of $100, if the risk-free rate is 2.5% ? Note that AMZN does not pay dividends. The values of N(d_1) and N(d_2) are 44.96% and 36.74%, respectively. $5.98 $6.43 $8.11 $7.13 We are using a two-step binomial tree to price a 6-month European put option with a strike price of $60. The current stock price is $50, the risk-free rate is 3% for all maturities. At each step, the price can increase or decrease by 20%. The continuously compounded dividend yield is 3%. What is the option price today? $9.7 $12.8 $13.9 $10.1 Question 4 10 The current price of AMZN is $94. What is the price of a 6-month call option with a strike price of $100, if the risk-free rate is 2.5% ? Note that AMZN does not pay dividends. The values of N(d_1) and N(d_2) are 44.96% and 36.74%, respectively. $5.98 $6.43 $8.11 $7.13