please solve and explain without excel.

Suppose that today's price of ABC stock is $100 and it is known that price moves up or down by a single multiple of *u' and *d' respectively in six-months. A riskless portfolio is comprising of delta stocks of ABC and a six-

months CALL option on ABC stock with a strike price of S10S. Finally, if risk-free rate is 12% per annum for all maturities and the annual variance of the underlying stock prices is 36%, complete the table below for nodes

A, B and C:

Suppose that today price of ABC stock S100 and it is known that price move up or down by a single moltiple of and respectively in si menthe Amiens portfolio is comprising of delta stocks of ABC and ani menth CALL upon ABC Mock with a strike price of $105. Finally, if risk-free rate is 12% per annum for all maturities and the annual variance of the underlying stock prices is je complete the table below for nodes A Bunde Your wwe should be more than two decimal places Nodes A C Marte Stock Price $ $ 2 100 $ $ 5 Option Price Delta 2 Total 13 Your answer shouldn't be more than two decimal places. Nodes A B Marks $ $ 2 Stock Price 100 $ $ $ $ 9 Option Price N Delta 0 Total 13 Suppose that today price of ABC stock S100 and it is known that price move up or down by a single moltiple of and respectively in si menthe Amiens portfolio is comprising of delta stocks of ABC and ani menth CALL upon ABC Mock with a strike price of $105. Finally, if risk-free rate is 12% per annum for all maturities and the annual variance of the underlying stock prices is je complete the table below for nodes A Bunde Your wwe should be more than two decimal places Nodes A C Marte Stock Price $ $ 2 100 $ $ 5 Option Price Delta 2 Total 13 Your answer shouldn't be more than two decimal places. Nodes A B Marks $ $ 2 Stock Price 100 $ $ $ $ 9 Option Price N Delta 0 Total 13