I need help with c please

You are attempting to value a put option with an exercise price of $$140$ and one year to expiration. The underlying stock pays no

dividends, its current price is $$140,$ and you believe it has a $50\%$ chance of increasing to $$200$ and a $50\%$ chance of decreasing to

$$100.$ The risk$-$free rate of interest is $15\%.$

a$.$ What will be the payoff to the put, $P_u,$ if the stock goes up$?$

b$.$ What will be the payoff, $P_d,$ if the stock price falls?

c$.$ What is the value of the put using the risk$-$neutral shortcut? $($Do not round intermediate calculations. Round your answer to $3$

decimal places.$)$