Give solution to me in question no 1,2,3. Earlier question no 1 was answered wrong by your expert.

1. Consider a one period binomial model. Suppose S0=1 at t=T0; and Su=2 and Sd=21 at time T1. If we assume the risk free rate R is 1.2, compute the current value of a European put with strike K=1. Please round your answer to 2 decimals. 2. Compute the number of units of stock we need to short in order to replicate the option in the previous question. Please round your answer to 2 decimals. 3. Use Black-Scholes Formula to calculate the call price of a European call option with: S0=20,K=20, r=5%,c=0,=40%,T=5; (round to two decimal digits)