help with parts a b c and d please

We will derive a two-state put option value in this problem. Data: Se=$180,X=$190:1+r=110, The two possibilitues for Sr are $210 and $110 Required: 0. The range of S is $100 while that of Pis $80 across the two states. What is the hedge ratio of the put? (Negative value should be Indiceted by a minus sign. Round your answer to 2 decimal places.) b. Form a portfolio of four shares of stock and five puts. What is the (nonrandom) payoff to this portfollo? (Round your answer to 2 decimel pleces.) c. What is the present value of the portfollo? (Round your answer to 2 decimal places.) A. Given that the stock currently is seling at $180. calculote the puf value (Do not round intermediate calculations and round your Answer te 2 decimai pinces