help ASAP! please solve the following! will upvote but please help! thank you in advance!

1. The possible stock prices for XYZ Corporation over the next two years are: Year: 0S=50Pud=P=Pd=1Sd=60Pu=Pud=Sd=40Pdd=2Sdu=70Sdd=50Sdd=30 The risk-free interest rate is 10% per year and the stock pays no dividends. Consider a European put with an exercise price of $50 and a time to expiration of 2 years. a). Compute the value of the put at year 0 using the risk-neutral pricing approach. b). Construct the replication portfolio for the put from year 0 to year 1 . c). Construct a synthetic bond with the stock and put in year 0 and compute the implied interest rate. d). Consider a two-year American put with the same strike. Compute the early exercise premium of the American put