Please solve it by AMPL. And X$=4,$ Y$=3,$Z$=9.$ Consider the $1-$period binomial model with a bond with $A(0)=60$ and $A(1)=70$ and a stock with $S(0)=4x$ and $S^u(1)=6Y$ and $S^d(1)=3Z.$

What is the price $($payoff$)$ C$(1)$ of a call option with strike price $28?$

same $...$ with strike price $45?$

same $...$ with strike price $72?$

Set up a system of linear equations to determine a replicating portfolio for the call option from part $2($strike price $45).$

Solve it and determine the price $C(0).$

Compute, tabulate, and plot the price $C(0)$ as you vary the strike price of the option from $28,29,$dots,$71,72.$