Please do not use the same answer that in the Chegg before, it's not right

And please do not use Excel to answer this question, thanks

A stock price is currently $50. It is known that at the end of 6 months it will be either $60 or $42. The risk-free interest rate is 12% per annum with semi-annual compounding. (A) (3 Marks) What is the value of a 6-month European call option with a strike price of $48? Please use the no- arbitrage argument in a binomial tree (create a riskless portfolio using stock and call) (B) (2 Marks) Price the call option using risk-neutral valuation arguments. (C) (3 Marks) What's the price of a 6-month European put option with the same strike? (Creating a riskless portfolio using stock and put) (D) (2 Marks) Verify the put-call parity A stock price is currently $50. It is known that at the end of 6 months it will be either $60 or $42. The risk-free interest rate is 12% per annum with semi-annual compounding. (A) (3 Marks) What is the value of a 6-month European call option with a strike price of $48? Please use the no- arbitrage argument in a binomial tree (create a riskless portfolio using stock and call) (B) (2 Marks) Price the call option using risk-neutral valuation arguments. (C) (3 Marks) What's the price of a 6-month European put option with the same strike? (Creating a riskless portfolio using stock and put) (D) (2 Marks) Verify the put-call parity