Getting trouble with the part ii) answers. OnLy part ii)

Exercise 5. Consider the twoperiods binomial model (N : 2) with SD : 200,1L : 1.2, d : 0.8 and tak|e the interest rate 'r' : 0.1. Consider the standard Asian call option with maturity N : 2 and strike K : 200. The payoff of the option at maturity equals N 1 VN:II1LX(N+1;SK=O)- i) Compute the arbitragefree price V0. ii) Compute the number of stocks A0 in the hedging/ replicating portfolio. (3 points )