Let the following 1-year, one-period, trinomial tree model for stock S : S(0) = 200 , S(1) = 220 or 190 or 160 . The nominal risk free interest rate is 12%, compounded semiannually. Stock pays the single dividend of $ 5.3 after six months. This is only dividend to be paid in coming year. A 1-year 200-strike call option on stock has the price of 4. Determine 180-strike put option price?