The information from the first picture is used to solve the next picture. I managed to solve part of it, but not the whole thing. This is all the information given to me.

So = 60 Rp=3% You want to value a call option expiring in 6 months with an exercise price of 55 The stock can go up or down by 20% in each of next two 3-month periods u=_1.2 d = 0.8 Compute the probability of an up move and a down move in the stock P(u) (ela 33)8)/(1.2-.8)=51882 ud P(u) = _51882 P(d) = _.48118 1-51882= 48118 tates) Today 13 months from today 16 months from today D.) S86.10 B.) 5-72 f- E.) S=57.60 1- A.) 5-60 E.) S-57.60 C) 5-48 F.) S=38.40 f A B 72 48 D 86.40 E 57.60 60 38.40 Stock price (S) = Call option price (f) =