Valuing an Asian Call option that has 3 months to maturity and cant be expired early using a non-recombing binomial table in excel. 

 

My inputs are 

S0= 100

U=1.105171

D=.904837

T= .25(3/12) 

Risk free Compounded Cont = 2%

Volatility = 20%

N(periods) 2

I may be missing inputs I dont know. 

 

So I need 4 trees; underlying, Asian call, hedge, and then cash in that order. Please show in excel. 

I need final no arbitrage price of the Asian call as the final answer