URGENT NEED HELP PLEASE:)

The current price at ac libelow 11 year, the price will be put the price inces and pay the price decreases The annual risk-free rate u below. Using the binomial method, find the price of a cal option on the stock that has the riceprice hated below and espires in one year. Current Stack Price Pu Pd risk-free rabe Sarike price ome on $ 19.00 $ 25.00 $ 15.00 4% $ 22.00 1 year 1. Calculate the up factar' or 'e', which is the factor whes multiplied by the current price results in Pu. 12 pts b. Calculate the down factor" or "d", which the factor whes multiplied by the current price results in Pd. 12 tu) d c.Cakulate the value of the call option if the price increases in year 1, ar Cu. It equals Maxf, Pu - XT pol cu d. Calculate the value of the call option if the price decreases in year 1, or Cd. It equal Mar, PdXl 12 pta) ca a. Calculate the optimal number of shares, Na, in our future hedge portfolio. Uw the equation (Cu-Call--dl (2 INS L. If the market increases at a factor of , calculate the Portfolio papil, Pela and subtract Cu to obtain the net portfolio payatt. (1) Puls) nel cu net portfolio papel the market decreases at a factor of d, calculate the Parttalla payoff, PdNa) and subtract Cd to obtain the nat partial paylpt Pdis need net portfolio papel h. Both netpartalla payoff should be the same. Now find the procent value IPV of the net portalo payat with all compounding Uw 16 days in a year. 15 points N LY PMT PV PV $0.00 LUsing the present value of the portfolio you have just calculated, now salve for the value of the call, Vc. Make sure you use the positive walue of the PV. (4 points) Uw the equation per NIP VE Vc The current price at ac libelow 11 year, the price will be put the price inces and pay the price decreases The annual risk-free rate u below. Using the binomial method, find the price of a cal option on the stock that has the riceprice hated below and espires in one year. Current Stack Price Pu Pd risk-free rabe Sarike price ome on $ 19.00 $ 25.00 $ 15.00 4% $ 22.00 1 year 1. Calculate the up factar' or 'e', which is the factor whes multiplied by the current price results in Pu. 12 pts b. Calculate the down factor" or "d", which the factor whes multiplied by the current price results in Pd. 12 tu) d c.Cakulate the value of the call option if the price increases in year 1, ar Cu. It equals Maxf, Pu - XT pol cu d. Calculate the value of the call option if the price decreases in year 1, or Cd. It equal Mar, PdXl 12 pta) ca a. Calculate the optimal number of shares, Na, in our future hedge portfolio. Uw the equation (Cu-Call--dl (2 INS L. If the market increases at a factor of , calculate the Portfolio papil, Pela and subtract Cu to obtain the net portfolio payatt. (1) Puls) nel cu net portfolio papel the market decreases at a factor of d, calculate the Parttalla payoff, PdNa) and subtract Cd to obtain the nat partial paylpt Pdis need net portfolio papel h. Both netpartalla payoff should be the same. Now find the procent value IPV of the net portalo payat with all compounding Uw 16 days in a year. 15 points N LY PMT PV PV $0.00 LUsing the present value of the portfolio you have just calculated, now salve for the value of the call, Vc. Make sure you use the positive walue of the PV. (4 points) Uw the equation per NIP VE Vc