Computing the risk$-$neutral probability

Consider an economy with two assets, a risk$-$free asset with continuously compounded interest rate r $=5\%,$ and a stock with current price S$0=100$ and continuously com$-$ pounded dividend yield $\backslash$delta $.$ We would like to price an option in the one$-$period binomial model $($h $=$ T $).$ Compute the risk$-$neutral probability measure in the following cases:

$1.$ The maturity date is in three months, the stock pays no dividend, and the parameters of the one$-$period binomial model are such that u $=1\mathrm{.}2$ and d $=0\mathrm{.}9.$

$2.$ The maturity date is in one year, the stock pays no dividend, and in the next year the stock price can increase by $2\%$ or by $10\%.$

$3.$ The maturity date is in $3$ days, the stock pays no dividend, and in three days the stock price will be equal to $$105$ with probability $0\mathrm{.}2$ or to $$95$ with probability $0\mathrm{.}8.$

$4.$ The maturity date is in $6$ months, the stock pays a dividend with $\backslash$delta $=8\%,$ and in six months the stock price will be equal to $$115$ with probability $0\mathrm{.}4$ or to $$95$ with probability $0\mathrm{.}6$