A 3-month European put option on a stock is modeled with a 1-period binomial tree. You are given: - The current price S0=$100. - The strike price K=$100. - The continuously compounded risk-free rate r=5%. - The continuous dividend rate =3%. - The standard deviation =20%. a) Determine the replicating portfolio put's ,B and option price.(Please round your answer to 4th decimal place) b) Calculate the risk-neutral probability of the stock price going up.(Please round your answer to 4th decimal place)