1-Assume that the two-period Binomial Option Pricing model holds (n-2), with the following information: (t 1 year, S $30

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1-Assume that the two-period Binomial Option Pricing model holds (n-2), with the following information: (t 1 year, S $30, u = 1.1, d = 0.9, K = $32, and r = 10%). What is the value of this European put option? %3D O $0.28 O $10 O $0.64 O $2.81 3-A non-dividend-paying stock is currently trading at USD 45 and has an expected return of 10 per year. Using the Black Scholes-Merton (BSM) model, what is the value of 6-montha, European-style Call option on the stock, if the parameters used in the model a: So=45 K40. r=0,1, volatility=0.2? O $7.29 O $2.87 O $9.37 O $1.19