I need hlp on the attachment onimmediate basis. please help. let me know if u need anything else from my end.

1. Imagine that a stock is currently trading for $100. The price is expected to go up to $120 or down to $90, in the next year. No other possibilities exist. Assuming the risk- free rate is 10% construct a binomial tree and value a call option on this stock with an expiration of 6 months, and a strike price of $100. Please show all of your work. 2. You are considering purchasing 500 call options on the common stock of the big candy store, Inc. The stock is currently trading at $37.10 per share. The 3-month option can be purchased for $2.07 per share, and has an exercise price of 41.00. Assuming the stock is trading at $42.11 at the time of expiration of the option, what is the payoff? What is the profit / loss ? 3. A. Given the following scenarios based on ABC, Inc. common stock, calculate the Expected Return, Variance, and Standard Deviation of the returns. Scenario Server recession Mid recession Normal growth Boom Probability 0.15 0.15 0.40 0.30 HPR(%) -27 -11 10 21 B. Assuming we create a portfolio consisting 40% of the above stock. And 60% of bonds with the following possible return. Calculate The Expected Return. Variance, and Standard deviation of the portfolio. Scenario Server recession Mid recession Normal growth Boom Probability 0.15 0.15 0.40 0.30 HPR(%) -9 12 8 -5