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.
选项：
解释：
The option is exercised at node A. The value today is 5.478.
老师您好，麻烦能把这道题用画图的方式把全过程写出来吗？让我们对比一下吗？我算了好几遍结果都等于5.38，答案这样简洁，不知道哪里错了？谢谢！
