Can some one help pls

The following tree depicts the price evolution of a stock. Each sub-period is 4.5 months and the entire period is therefore 9 months. The annual interest rate (continuous compounding) is 2.5%. A. Use the simple binomial tree method (i.e., form a risk-neutral portfolio to find the optimal combination at each node as we did in class) to find the value of an American put with an exercise price of $86. B. Use the three ending prices and today's price to calculate the return volatility. The following hints may be useful to you. First, calculate the three percentage returns (e.g.,90.72/811=0.12). Then, annualize the return if necessary (e.g.0.12(12/9)=0.16). Finally, use the three annualized returns to calculate the standard deviation or volatility according to the standard statistical formula: 2 - nrprn where n is the number of observations (3 in our case) and rbar is the mean which is the simple average of the three returns in our case. Please keep six decimal places in calculations. Use the volatility obtained from Part B and the formulas for u,d and p to build a binomial tree (based on the current stock price of $81 ) and value the same option in Part A. Compare the two values. The following tree depicts the price evolution of a stock. Each sub-period is 4.5 months and the entire period is therefore 9 months. The annual interest rate (continuous compounding) is 2.5%. A. Use the simple binomial tree method (i.e., form a risk-neutral portfolio to find the optimal combination at each node as we did in class) to find the value of an American put with an exercise price of $86. B. Use the three ending prices and today's price to calculate the return volatility. The following hints may be useful to you. First, calculate the three percentage returns (e.g.,90.72/811=0.12). Then, annualize the return if necessary (e.g.0.12(12/9)=0.16). Finally, use the three annualized returns to calculate the standard deviation or volatility according to the standard statistical formula: 2 - nrprn where n is the number of observations (3 in our case) and rbar is the mean which is the simple average of the three returns in our case. Please keep six decimal places in calculations. Use the volatility obtained from Part B and the formulas for u,d and p to build a binomial tree (based on the current stock price of $81 ) and value the same option in Part A. Compare the two values