need serious help please .

put formula text please

Use the Project-2 Template file to complete the following questions. Q1. A stock selling for $25 today will, in 1 year, be worth either $35 (up by 40% ) or $20 (down by 20% ). If the interest rate is 8%. This stock does not pay dividend. There is a 1-year European call option on the stock with exercise price $30. What is the value today of the call option? Please use one-period binomial tree model and assume discrete discounting. (4 points) Stock price formula Bond price Call option payoffs Finding replicating portfollo for the call Coefficients Constant