Please explain with steps! Thanks!

Suppose So = 4, u = 4, d = ], interest rate r = 0.2 and N = 3. Consider a European derivative security whose payoff at time N is Vy = v(Sn), where -{ 1 if s = 4, 0 if s + 4. (i) Draw a tree diagram showing the stock prices, payoffs. Include the values of Vn, for n=0,1,2,3 on your tree. (ii) What is the value of this stock option V, at time 0. Suppose So = 4, u = 4, d = ], interest rate r = 0.2 and N = 3. Consider a European derivative security whose payoff at time N is Vy = v(Sn), where -{ 1 if s = 4, 0 if s + 4. (i) Draw a tree diagram showing the stock prices, payoffs. Include the values of Vn, for n=0,1,2,3 on your tree. (ii) What is the value of this stock option V, at time 0