Using simple binomial trees, calculate the value of a European put option with the following characteristics: Underlying

Question:

Using simple binomial trees, calculate the value of a European put option with the following characteristics:
Underlying asset current value = 200.
Abandonment value = 175.
Up movement per period = 1.75, d = l/u.
Risk-free rate = 10%.
Time to expiration = 2 years.
Number of time periods per year = 1.
The steps you will need to follow include
Create the event tree for the underlying risky asset.
Calculate whether to exercise the option on the end nodes of the option valuation tree.
Use replicating technique to value the option.
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...