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1. Consider the pricing of a put option on AAPL. The spot price is $170, the strike price is $170, and the maturity is six months. The growth rate of the AAPL is 2% and its annual volatility is 30%. The annualized interest rate for monthly compounding is fixed at 5%. 1.1. (4) Calculate the option value and hedge ratio (i.e., alpha) using a six-step binomial tree. 1.2. (4) If the path of the stock price for the next six months is {(0,0),(0,1),(1,2), (2,3),(3,4),(3,5),(4,6)}, provide the alpha's for delta hedging along the path