Please do it by hand, if not excel will suffice as well

Construct a 3 period model for an American put with the following info:

S₀ = $98, X= $100, the stock will either go up by 3% or down by 2% in each period. The risk free rate of return per period is 1%. Assume expiration of the put is at the end of the 3rd period. Calculate the value of a put at each point on the tree,10 total valuations.