Please just do parts b. and c.

The Jarrow-Rudd model (aka, the lognormal binomial tree) is a binomial tree in which the up and down factors are defined as follows where e r stands for the continuously-compounded, risk-free interest rate, is the stock's dividend yield, denotes the volatility parameter, and e h stands for the length of a single period in a tree. Answer the following questions: a. (2 points) What is the ratio Su/Sd? b. (2 points) What is the (as simplified as possible) expression for the risk-neutral probability of the stock price going up in a single step? c. (5 points) As was the case with the forward tree, the no-arbitrage condition for the binomial asset- pricing model is satisfied for the Jarrow-Rudd tree regardless of the specific values of ' ,r and h. True or false