PLS HELP

In the following questions (f)-(h), we are going to prove the following Theorem 1 for the binomial tree model in pricing American put options. Consider the following 1-period binomial tree, where A, B, and C represent the three nodes and the corresponding underlying asset prices are in parentheses. u and d are the multipliers of upward and downward price movements, respectively. C (US) A (S) B (dS) This 1-period binomial tree can be considered as part of a large multi-period binomial tree to price an American put option with strike price K. The (annualized) risk-free rate r is constant and positive. Each period is At year. The underlying asset of the option is a stock without dividends. Given the above conditions, we have the following theorem: Theorem 1. Given that the put option's delta (4) satisfies 1