Hi, please answer the following questions with explanations and workings for my understanding, thanks!

Mrs Susan Martinson observes a $72 price for a non-dividend-paying stock. The stock can go up by 35.6% or down by 45.9% in each of two binomial periods. The European call option on this stock has two years to mature. The annual risk-free interest rate is 3%, and the exercise price is $75. Mrs Susan asks you to:

Find the value of the option today.

Construct a hedge by combining a position in the stock with a position in the call. Show that the return on the hedge is the risk-free rate regardless of the outcome over both periods. You are also required to draw the tree with stock price, hedge ratio, value of a call and a hedge portfolio showing at each node. Assume that the call sells for the theoretical value.

Advise what she would do if the call is overpriced and if it is underpriced?