6 part question please help

The share price for stock XYZ could only take two possible values one month from today. Specifically, the stock price would be $100 with 60% probability and $80 with 40% probability. The current stock price is $92.

We will build up to finding the no-arbitrage price of a call option on stock XYZ with strike K = 95 that expires exactly one month from now. Assume the annual risk-free rate is 2%.

1) What is the payoff O_u of the call option one month from today with strike K = 95 if the stock price is $100 at that time?

2) What is the payoff Od of the call option one month from today with strike K = 95 if the stock price is $80 at that time?

3) A portfolio of $F of the risk-free bond today and x shares of the underlying stock will replicate the call option. What is the value of $F? ($F is the present value of the risk free bond. You will first need to calculate x)

4) What is the no-arbitrage price of the call option?

5) Given the call option trades for the price you found in Question 8, what is the expected return for the call option in one month? (Round to the nearest percentage point)

6) What is the expected return for stock XYZ in one month? (Hint: you will need to use the probabilities 60% and 40%).