Just C please

Consider a call option for an asset with the following parameters:

-Current spot price is $50

-Option expires in 12 months

-Each month the asset could increase in value by 3% or decrease in value by inverse

-The risk free rate is 25 basis points per month

S₀ = $50, T=12, U=1.03, D=1/1.03, R=1.0025

a. Determine the terminal distribution of the asset price (hint: use binom.dist function in excel)

b. Describe the distribution (mean, standard deviation, shape, ...).

c. Use the distribution to calculate the premium of a call with strike $55 (10% otm) expiring in 12 months