I need to use the calculation to prove this claim

Work out the full value tree for a two-period European put with strike

price 20, and calculate all values of 0 and 1

2.1. Suppose that you have a stock in the two-period binomial model with u = 1.5, d=0.75, and r=0.25, with So = 8. Work out the full value tree for a two-period European put with strike price 20, and calculate all values of Ao and A1. It is often said that a deeply in-the-money put is the same as a short position in stock; how does your calculation support or refute this assertion? 2.1. Suppose that you have a stock in the two-period binomial model with u = 1.5, d=0.75, and r = 0.25, with So = 8. Work out the full value tree for a two-period European put with strike price 20, and calculate all values of A, and A1. It is often said that a deeply in-the-money put is the same as a short position in stock; how does your calculation support or refute this assertion