Finance question, need help please !!!!

1. For European call options with no dividends paid until expiration, prove that the risk-neutral option pricing approach is the equivalent to the replicating portfolio approach. You can start from the formulas of both approaches and work out the equivalence 2. Wildcat's stock is volatile, you expect its stock price either increases or decreases by 30% over a year of time. suppose the current stock price is $100 and you have an American put option with exercise price of S102. The option has two years to expiration. If the risk-free interest rate is 10%. a. What is the risk-neutral probability t for the up state? b. Draw the binomial trees (two years) and mark the stock prices for each of the nodes. c. For each of the nodes, work backwards and find the value of the option i) if it is kept, i) if it is exercised, andi) the optimal choice Find the value of the American put option. Is there any state in year one that the option holder would choose to exercise the option d. e. carly