Use the two-state binomial option-pricing model with continuous compounding for the following questions:

S₀ = $100; X = $120; r_f = 5.5%

The stock price will either increase to $150 (u=1.5) or decrease to $80 (d=0.8).

Value the call using the risk-neutral approach.

Given the value of the call calculated above, what is the value of a put option, according to Put-Call Parity, with the same strike price and maturity date?

What are the put option values (P_u & P_d) across the two states?

I can not figure out how to do the math I got the answers wrong on my homework and I need to know the correct calculations before I take my test.