问题如下：
Use a two-step tree to value an eight-month American put option on a futures contract. The current futures price is 58 and the risk-free rate is 5%. The strike price is 60 and the volatility is 24% per annum.
解释：
The option is exercised at node A. The value today is 5.478.
老师你好，这题delta t应该是4/12对吧？我算的结果又和答案不一样，我都要怀疑人生了。能劳烦老师再写解题过程吗
