The current price of TechSIM Co. stock is $50. Below is a blank binomial lattice that, once you fill it in, will show the possible price paths of TechSIM Co. stock over the next two 6-month periods to be used by the binomial option-pricing model. Let S denote the stock price at each node. The up and down factors have been calculated to match the volatility of TechSIM Co. stock. If the price rises, it rises by 25%; if it falls, it falls by 20%. The effective 6-month risk-free rate is .01 (1%); i.e., the effective annual rate is (1.01)^2 - 1 = .0201 (2.01%). A. Fill in the blanks below for the possible prices of TechSIM over the next 2 6-month periods. t = 0 t = 1 t = 2 B. On the binomial tree below, fill in the blanks for the values of an American put option with a strike price of $60. t = 0 t = 1 t = 2 C. At the only node at t = 0, what is the portfolio of the underlying security and risk-free bonds that replicates the put values at t = 1 for the put valued in B above. Show your work