Consider three call options identical in every respect except for the maturity of 0.5, 1, and 1.5

Question:

Consider three call options identical in every respect except for the of 0.5, 1, and 1.5 years. Specifically, the stock price is $100, the annually compounded risk-free rate is 5 percent, and the is $100. Use a one-period binomial model with u = 4/3 and d = 3/4? Calculate p and h. Explain.
Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity. Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...