Consider six months European put option with a strike price of $100 on a stock with current price $100. There are two time steps and in each time step the stock price either moves up by 10% or moves down by 10%. Risk-free interest rate is r=5% (on 3 months). (a) Find the current option price. (b) Compute the number of shares of stock which should be held by the replicating portfolio at time 0 and 1 (after 3 months)