option pricing, please provide correct answer. Thanks a lot for kind help.

Question 2 0.0/9.0 points (graded) Consider a stock paying no dividends. Price movements follow the binomial model with the following tree. State uu State u State ud State 0 -State d -State du -State uu with the prices at each node Price State O, S 200 State u, S. 258.0 State d, Sd 182.0 State uu, S 332.82 State ud, Sud 234,78 State du, du 234.78 State dd, Sdd 165.62 Interest rate is 4% per period. The goal of this problem is to find the time-0 price of the following insurance-asset. It pays you $20 every time the stock price goes down, and nothing otherwise. The payments can happen in Year 1 and Year 2. In this problem, please round your answers to at least FOUR digits. (a) (2 points) Find the time-o price of the state-contingent claim paying $1 at time t = 1 in the node (Si = 182.0, 1 = 1), and nothing otherwise. specify your answer to at least 4 decimal places, e.g. 1.2345 (b) (2 points) The market is now in the second period (t = 1), and the stock price is equal to 182.0. Find the current, time-1 price of the state-contingent claim paying $1 at time t = 2 in the node (S2 = 165.62,1 = 2), and nothing otherwise. specify your answer to at least 4 decimal places, eg, 1.2345 (c) (2 points) Find the time-o price of the state-contingent claim paying $1 at time t = 2 in the node (S2 = = 165.62. t = 2), and nothing otherwise. specify your answer to at least 4 decimal places, e.g. 1.2345 (d) (3 points) Find the time-o price of the asset described above. specify your answer to at least 4 decimal places, e.g. 1.2345 Please round your answers to at least four digits