can you do it handwritten, please

Run a 3 period Binomial model for an American Put. Assume S0 = $98, X = $100, the risk free rate of return per period is 1%. The stock can go up 4% or down 1% in each period. Assume the Put expires at the end of the third period. Watch for early exercise! Each valuation needs to be checked versus the intrinsic value. Give valuations for the put at each period. You should end up with 10 valuations.