Please help me out to solve this question. I just need to know how to solve.

35. Suppose you have the following: stock price risk free rate maturity time to expiration vol div yield Conv. Ratio Credit Spread Coupon a) (2 points) Fill in the probability tree for the stock price movements (hint: up probability is p=(e^(r*t)-d)/(u-d)): 50 b) (2 points) Fill in the probability tree of conversion at each node assuming that in year 5 the bond pays $1020: Conversion Prob at each node 35. Suppose you have the following: stock price risk free rate maturity time to expiration vol div yield Conv. Ratio Credit Spread Coupon a) (2 points) Fill in the probability tree for the stock price movements (hint: up probability is p=(e^(r*t)-d)/(u-d)): 50 b) (2 points) Fill in the probability tree of conversion at each node assuming that in year 5 the bond pays $1020: Conversion Prob at each node