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I need help with the assignments attached to this post.

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You provided an education to all on futures and options contracts. Senior Management was impressed with your presentation, which detailed the differences between using futures contracts and options contracts to reduce risk. Senior Management has heard of a different type of derivative instrument called a swap and would like to know if the company would have any need to use this instrument in the future. Please discuss a swap and how it could be used to reduce risk. What general examples would you give to Senior Management to illustrate effective and ineffective hedging? Also what is meant by a swap rate? Provide published examples of swap rates. Please do not forget a reference page. Tom Curtis has prepared a hypothetical problem for you and your group to solve. He wants you to utilize the two-period binomial option pricing model to solve certain problems. If your team passes this test, you might soon be developing derivative strategies for Ricardo International to use. Individually conduct research on two different models used to price call options. Detail each model in a Word document and focus on comparing and contrasting the models. Post your document to the Small Group Discussion Board. Consider a two-period, two-state world. Let the current stock price be $35 and the risk-free rate be 5%. In each period, the stock price can either go up by 10% or down by 10%. A call option expiring at the end of the second period has an exercise price of $30. 1. 2. Find the stock price sequence. Determine the possible prices of the call at expiration. 3. Find the possible prices of the call at the end of the first period. 4. What is the current price of the call? 5. What is the initial hedge ratio? Please provide a reference page for all the work that was done