can you kindly explain how they arrived at the answers

3. Consider a one-step tree for a stock with a current stock price of $100 that can go either up to $110 or down to $90 in 6 months. 110 lov-au 100 90 (a) (4) Compute the risk-neutral probability of going up to $110( -), and the risk-neutral probability of going down to $90.- 1090 ( (b) (4) Consider a 6-month put option with a strike of $100, compute its terminal payoff on the tree: nel) at $110. (10 -) at $90. lov-110 0.5 (c) (4) Compute the delta of the put option -). Compute the value of the put option 5 6-10 47 110-90-0.5 V 0.5 y 10 - S