Portfolio Management

I was wonding if the work could be shown behind the answers on questions 6-10.

Thank you!

Use the following information to answer questions 6 through 10. Given that S = E = $30, r_f = 2% per year, and time to expiration is 3 months, find the value of the unknown if S_up, 3 = $36, and S_down, 3 = $28. Use the table below for help. Transact the lowest integer number of shares or operation. What is the delta hedge ratio for a call? B. 1/4 C. 3/4 D. 4/5 What are the initial transactions, X for option and Y stock, to implement in order to price a call? A. Sell 2 calls; buy 1 share B. Sell 4 calls; buy 1 share C. Sell 4 calls; buy 3 shares D. Sell 5 calls: buy 4 shares What is the value of "w" in the above table? A. 12 B. 24 C.-12 D -24 What is the 3-month call's price in $? Use discrete discounting if need be. A. 1.60 B. 1.91 C. 1.171 D. 1.82 What is the price of a 3-month put, in $?, with the same strike? Use discrete discounting if need be. A. 1.32352 B. 1.45522 C. 1.41089 D. 1.23170