please can you help me in the part (iii) of this homework question ? thank you

this question come from 'Stochastic Calculus for Finance 1' chapter 5

Exercise 5.7 (Hedging a short position in the perpetual American put). Suppose you have sold the perpetual American put of Section 5.4 and are hedging the short position in this put. Suppose that at the current time the stock price is s and the value of your hedging portfolio is v(s). Your hedge is to first consume the amount 4 (5.7.3) 6 [30(25)+o@)] and then take a position 8(8) (5.7.4) 28-3 in the stock. (See Theorem 4.2.2 of Chapter 4. The processes C and 4., in that theorem are obtained by replacing the dummy variables by the stock prico Sin (5.7.3) and (5.7.4); i.e., C = c(S.) and 4 = 8(S.).) If you hedge this way, then regardless of whether the stock goes up or down on the next step, the value of your hedging portfolio should agree with the value of the perpetual American put. 5.7 Exercises 141 (i) Compute c(s) when 5 = 2 for the three cases 1