Please solve only questions #3 only

I need help for questions number 3.

Unless specified otherwise, we assume current stock price So 100, constant annual interest rate r 10% and stock standard deviation is known at 25% (please use excel or coding to solve) 1. (10 pct) Price European call / put option with K 110 and maturity date exact one year from pricing date using binomial tree (monthly or 12 periods) (5 pct) Also what's the number of shares one need to long/short in order to hedge one unit of short position in call and put at each node? 2. (5 pct) Pricing the same European ( put / call, K 110) options using binomial distribution of terminal Sr probability assume number of period N 100. 3. (5 pct) Pricing the same European ( put call, K 110) options in (1) using Black-Scholes-Merton formula. (5 pct) Now assume you observed on the market that the same European PUT option with K = 110 is trading at $12, what's the implied volatility? (5 pct ) Plot delta (or number of share) required to hedge one unit of PUT at time t = 0 and t 0.5 as a function of St. (10 pct) Now assume you sold an PUT option (K - 110) to your client at $12 and delta hedged it on a monthly basis. Also assume stock price realized as Table 3 in the next 12 month, what's your net P&L ? (holding the implied volatility as constent at all time