PART A IS ALREADY SOLVED, I ONLY NEED HELP FOR PART B

Question 1: ABL shares are currently trading at a price of $9, while HHT shares are trading at a price of $48.68. The risk-free rate is 1.29% per year. Using the information above, perform each of the following tasks:

a) Identify which of the following options are in-the-money, out-of-the-money or at-the-money: Call on ABL with a strike of $9.43, Call on ABL with a strike-price of $5, Put on HHT with a strike-price of $62.92

b) If HHT shares have a 77% chance of increasing by 10% and a 23% chance of decreasing by 10% by the date of the option expiration, what will be the expected return on HHT shares and the expected return on a protective put position? For simplicity you may assume the put has a price of $1 and has the same strike-price as listed above.