Consider a 2 time binomial tree model for a stock price with u d = −0.2, r = 0.05. Assume S(0) = 100. - 104 (a) Find the price of a European put option at time 0 and 1 with strike K and expiration at time 2. = (b) Find the price of an American put option at time 0 and 1 with strike K = 104 and expiration at time 2