Pls solve all question (a) (b) (c) in the problem

3. (15 points) Consider the binomial model with T = 10, r = 0.002, u = 1.022, d = 0.98, So = 30. Consider a put option with strike price K = 31. (a) Generate the price tree of the option. (b) Generate a tree which gives the number of shares of the stock) to be held in the repli- cating portfolio for each node. (C) Consider the path w=++-+--+-++. Generate a table which shows the value and positions of the replicating portfolio along the path. More precisely: - At time 0, start with Co, get b shares in stock and invest Co bS, in the money account. - Update the value V, according to the definition. - At time t, invest in be+1 shares in stock and keep the portfolio self-financed. Then update the value using the new prices at time t+1. In particular, verify that the dynamic portfolio replicates the claim (for this particular w) at maturity. 3. (15 points) Consider the binomial model with T = 10, r = 0.002, u = 1.022, d = 0.98, So = 30. Consider a put option with strike price K = 31. (a) Generate the price tree of the option. (b) Generate a tree which gives the number of shares of the stock) to be held in the repli- cating portfolio for each node. (C) Consider the path w=++-+--+-++. Generate a table which shows the value and positions of the replicating portfolio along the path. More precisely: - At time 0, start with Co, get b shares in stock and invest Co bS, in the money account. - Update the value V, according to the definition. - At time t, invest in be+1 shares in stock and keep the portfolio self-financed. Then update the value using the new prices at time t+1. In particular, verify that the dynamic portfolio replicates the claim (for this particular w) at maturity