Need help with as many answers i can get Pls !!

Consider a one period binomial model. The initial stock price is $30. Over the next 3 months, the stock price could either go up to $36 (u = 1.2) or go down to $24 (d = 0.8). The continuously compounded interest rate is 6% per annum. Use this information to answer questions below. Consider a call option whose strike price is $32. How many shares should be bought or sold and how much money should be deposited or invested to replicate the payoff of the call option?

A. Buy 0.4667 shares, Y = -$7.88 (borrow)

B. Buy 0.3333 shares, Y = -$7.88 (borrow)

C. Buy 0.6536 shares, Y = -$8.72 (borrow)

D. Buy 0.4328 shares, Y = -$8.72 (borrow)

E. None of the above

2.What is the price of the call option?

1. $2.12
2. $2.76
3. $3.18
4. $3.24
5. $4.12

3.What is the risk-neutral probability that the stock price would be $36?

1. 0.538
2. 0.362
3. 0.682
4. 0.493
5. 0.551

4.What is the expected payoff of the call option (after 3 months) using risk neutral probabilities?

1. $5.65
2. $4.93
3. $3.82
4. $2.15
5. None of the above