The first step is to find the value of d and u but im confused about that, can anyone help

2. Consider a 2-period binomial non-recombining model. Let r- 0.05 be the discrete interest rate for each of the periods, S(0) 100 and suppose that the stock price follow four possible scenarios: Scenario S(1) S(2) 2 S103 W 90 80 It is known that the risk-neutral probability for each scenario ai, i = 1, 2, 3, 4 satisty (a) (2 points) Draw the tree of the stock prices using S"S for each route on the tree. andu, and find the risk-neutral probability (b) (3 points) Find the prices S S and S. (c) (2 points) Find today's price of a European call option with strike price K S100 maturing after two steps. d) (3 points) Find today's price of an American put option with strike price $110 and expiration date in two steps. Should the American option be exercised early? If so, when