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You Are Given the Following Interest Rate Tree

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You are given the following interest rate tree. Use it when required in the
exercises. You are given the following interest rate tree. Use it when required in the exercises. -Using risk neutral pricing obtain the value for a put option on a 1.5 year zero coupon bond with K = 97.40, maturity at t = 1. Assume that p? = 0.7038 is constant over time.
-Using risk neutral pricing obtain the value for a put option on a 1.5 year zero coupon bond with K = 97.40, maturity at t = 1. Assume that p? = 0.7038 is constant over time.

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