This is a binomial option pricing model. please solve for the missing solutions in the yellow.

Blue input Yellow requires formula fraten 7 5 50 C= X 50 5.40 10,000 of shares also equivalent to Delta PROFIT RETURN NO ARBITRAGE N: hedge ratio ns hedge portfolio H risk-neutral outlay hedge portfolio Up He hedge portfolio Down H- WITH ARBITRAGE miapriced optione 5 arbitrage outlay return equals risk-free rate 8.00 Blue = Input Yellow requires formula rf rate (r) 3.44% P S++ C++ UP: 11.80% S+ ces S $50.00 X 50 S C DOWN 10.56% de S